+176.2%
KNX vs RUN
-32.6%
+208.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.7% | -2.5% |
| 7D | +2.3% | -1.8% | +4.1% | +2.5% |
| 30D | +0.5% | -10.8% | +11.3% | +1.3% |
| 3M | -14.1% | -30.2% | +16.0% | -12.0% |
| 6M | +19.8% | -22.3% | +42.1% | +21.3% |
| YTD | +32.7% | -52.2% | +84.9% | +38.1% |
| 1Y | +62.3% | -45.1% | +107.4% | +65.8% |
| 3Y | +36.8% | -37.1% | +73.9% | +25.3% |
| 5Y | +41.8% | -80.3% | +122.0% | +37.1% |
| 10Y | +169.7% | +45.2% | +124.5% | +109.6% |
| All | +176.2% | -32.6% | +208.8% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling