+5,210.7%
KNX vs RY
+11,573.7%
-6,363.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.1% |
| 7D | +7.4% | +3.1% | +4.3% | +5.9% |
| 30D | +2.0% | -0.3% | +2.3% | +2.1% |
| 3M | -7.9% | +8.7% | -16.5% | -11.4% |
| 6M | +14.4% | +28.5% | -14.2% | +2.1% |
| YTD | +38.9% | +25.1% | +13.8% | +25.4% |
| 1Y | +65.9% | +46.3% | +19.6% | +39.5% |
| 3Y | +35.8% | +154.9% | -119.1% | -11.1% |
| 5Y | +43.3% | +140.3% | -97.0% | -3.9% |
| 10Y | +179.6% | +377.0% | -197.4% | +38.3% |
| All | +5,210.7% | +11,573.7% | -6,363.0% | +1,133.5% |
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