-25.1%
RCL vs KNX
+67.7%
-92.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.2% |
| 7D | -5.1% | +7.1% | -12.2% | -7.2% |
| 30D | -19.0% | +1.7% | -20.7% | -19.5% |
| 3M | -9.6% | -8.1% | -1.4% | -7.4% |
| 6M | -6.7% | +14.0% | -20.7% | -12.1% |
| YTD | -3.9% | +38.5% | -42.4% | -14.0% |
| 1Y | -25.1% | +65.4% | -90.5% | -34.1% |
| All | -25.1% | +67.7% | -92.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling