+160.2%
KNX vs RVTY
+145.6%
+14.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.6% |
| 7D | -5.6% | -4.5% | -1.0% | -3.9% |
| 30D | -4.4% | +5.5% | -9.9% | -6.5% |
| 3M | -17.3% | +22.5% | -39.9% | -24.2% |
| 6M | +22.6% | +38.9% | -16.3% | +6.0% |
| YTD | +31.1% | +28.7% | +2.4% | +16.4% |
| 1Y | +60.2% | +45.5% | +14.7% | +34.8% |
| 3Y | +35.8% | +16.4% | +19.4% | +21.4% |
| 5Y | +38.9% | -32.7% | +71.7% | +50.9% |
| All | +160.2% | +145.6% | +14.6% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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