+37.9%
KNX vs RVTY
+13.9%
+24.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +1.2% |
| 7D | -0.5% | -7.4% | +6.9% | +2.3% |
| 30D | +1.0% | +4.5% | -3.5% | -0.7% |
| 3M | -12.6% | +19.5% | -32.1% | -18.7% |
| 6M | +21.1% | +34.1% | -13.0% | +6.7% |
| YTD | +33.2% | +25.3% | +7.9% | +20.1% |
| 1Y | +67.8% | +47.0% | +20.8% | +41.2% |
| All | +37.9% | +13.9% | +24.0% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling