+4,481.8%
KNX vs RY
+11,191.3%
-6,709.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.1% |
| 7D | -1.1% | -0.6% | -0.5% | -0.8% |
| 30D | -3.7% | +6.1% | -9.8% | -6.2% |
| 3M | -9.3% | -3.4% | -5.9% | -7.9% |
| 6M | -2.5% | +12.8% | -15.3% | -7.8% |
| YTD | +19.8% | +21.0% | -1.2% | +9.8% |
| 1Y | +37.3% | +40.5% | -3.2% | +17.6% |
| 3Y | +29.5% | +159.9% | -130.4% | -16.0% |
| 5Y | +11.5% | +125.0% | -113.5% | -23.1% |
| 10Y | +106.0% | +350.6% | -244.6% | +4.4% |
| All | +4,481.8% | +11,191.3% | -6,709.5% | +979.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling