+35.8%
KNX vs RRX
+5.4%
+30.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -2.8% |
| 7D | -5.6% | -0.3% | -5.2% | -5.5% |
| 30D | -4.4% | -6.1% | +1.7% | -2.4% |
| 3M | -17.3% | -23.1% | +5.7% | -11.1% |
| 6M | +22.6% | -19.5% | +42.2% | +28.1% |
| YTD | +31.1% | +16.1% | +15.1% | +17.7% |
| 1Y | +60.2% | +12.9% | +47.3% | +44.4% |
| 3Y | +35.8% | +7.9% | +27.8% | +23.4% |
| All | +35.8% | +5.4% | +30.4% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling