+60.2%
KNX vs RSG
-1.5%
+61.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -4.4% | +4.0% | -8.4% | -4.5% |
| 3M | -17.3% | +7.4% | -24.7% | -17.3% |
| 6M | +22.6% | +0.1% | +22.5% | +22.3% |
| YTD | +31.1% | +6.0% | +25.1% | +29.4% |
| 1Y | +60.2% | -3.0% | +63.2% | +64.7% |
| All | +60.2% | -1.5% | +61.7% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling