+41.8%
KNX vs RY
+139.4%
-97.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.1% |
| 7D | +2.3% | -0.5% | +2.8% | +2.7% |
| 30D | +0.5% | -1.9% | +2.4% | +1.8% |
| 3M | -14.1% | +5.1% | -19.3% | -17.2% |
| 6M | +19.8% | +28.2% | -8.4% | +1.4% |
| YTD | +32.7% | +22.9% | +9.9% | +15.3% |
| 1Y | +62.3% | +45.5% | +16.8% | +26.1% |
| 3Y | +36.8% | +156.7% | -119.9% | -27.5% |
| 5Y | +41.8% | +137.7% | -95.9% | -19.3% |
| All | +41.8% | +139.4% | -97.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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