+4,711.0%
KNX vs RVTY
+2,118.7%
+2,592.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.2% |
| 7D | +2.3% | -5.4% | +7.7% | +3.8% |
| 30D | +0.5% | +6.7% | -6.3% | -1.3% |
| 3M | -14.1% | +19.0% | -33.2% | -18.2% |
| 6M | +19.8% | +34.6% | -14.9% | +10.0% |
| YTD | +32.7% | +28.3% | +4.5% | +23.3% |
| 1Y | +62.3% | +46.0% | +16.3% | +45.6% |
| 3Y | +36.8% | +16.9% | +20.0% | +28.0% |
| 5Y | +41.8% | -32.9% | +74.7% | +50.1% |
| 10Y | +169.7% | +141.6% | +28.0% | +108.7% |
| All | +4,711.0% | +2,118.7% | +2,592.3% | +2,476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling