+160.2%
KNX vs RUN
+42.2%
+118.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -5.6% | -3.7% | -1.9% | -5.3% |
| 30D | -4.4% | -13.0% | +8.6% | -3.3% |
| 3M | -17.3% | -31.8% | +14.5% | -14.8% |
| 6M | +22.6% | -32.2% | +54.9% | +25.9% |
| YTD | +31.1% | -53.5% | +84.6% | +37.3% |
| 1Y | +60.2% | -46.5% | +106.7% | +64.2% |
| 3Y | +35.8% | -37.6% | +73.4% | +22.7% |
| 5Y | +38.9% | -80.9% | +119.8% | +34.4% |
| All | +160.2% | +42.2% | +118.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling