+65.4%
KNX vs RVMD
+430.6%
-365.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +7.1% | +1.0% | +6.0% | +7.0% |
| 30D | +1.7% | +6.4% | -4.8% | +1.3% |
| 3M | -8.1% | +34.9% | -43.0% | -9.6% |
| 6M | +14.0% | +107.6% | -93.5% | +9.6% |
| YTD | +38.5% | +163.7% | -125.2% | +32.1% |
| 1Y | +65.4% | +439.2% | -373.8% | +41.3% |
| All | +65.4% | +430.6% | -365.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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