+35.8%
KNX vs RSG
+57.7%
-22.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -4.4% | +4.0% | -8.4% | -4.7% |
| 3M | -17.3% | +7.4% | -24.7% | -17.8% |
| 6M | +22.6% | +0.1% | +22.5% | +22.5% |
| YTD | +31.1% | +6.0% | +25.1% | +30.0% |
| 1Y | +60.2% | -3.0% | +63.2% | +60.5% |
| 3Y | +35.8% | +56.5% | -20.7% | +22.0% |
| All | +35.8% | +57.7% | -22.0% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling