+41.1%
KNX vs RVTY
-34.5%
+75.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +1.3% |
| 7D | -0.5% | -7.4% | +6.9% | +2.5% |
| 30D | +1.0% | +4.5% | -3.5% | -0.8% |
| 3M | -12.6% | +19.5% | -32.1% | -19.1% |
| 6M | +21.1% | +34.1% | -13.0% | +6.0% |
| YTD | +33.2% | +25.3% | +7.9% | +19.4% |
| 1Y | +67.8% | +47.0% | +20.8% | +40.0% |
| 3Y | +37.3% | +14.1% | +23.2% | +23.7% |
| 5Y | +41.1% | -34.6% | +75.6% | +47.4% |
| All | +41.1% | -34.5% | +75.6% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling