+84.3%
KNX vs RVMD
+622.3%
-538.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.6% | -3.0% | -2.6% | -5.3% |
| 30D | -4.4% | -0.7% | -3.7% | -4.4% |
| 3M | -17.3% | +36.5% | -53.9% | -19.7% |
| 6M | +22.6% | +104.6% | -82.0% | +14.0% |
| YTD | +31.1% | +155.8% | -124.7% | +18.9% |
| 1Y | +60.2% | +340.7% | -280.5% | +37.7% |
| 3Y | +35.8% | +519.9% | -484.2% | +11.4% |
| 5Y | +38.9% | +584.9% | -546.0% | +9.5% |
| All | +84.3% | +622.3% | -538.0% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling