+172.7%
RCL vs KNX
+36.7%
+136.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | -15.7% | +1.0% | -16.7% | -16.2% |
| 3M | -3.6% | -12.6% | +9.0% | +1.1% |
| 6M | -8.7% | +21.1% | -29.7% | -16.5% |
| YTD | -6.2% | +33.2% | -39.4% | -17.7% |
| 1Y | -22.9% | +67.8% | -90.6% | -39.0% |
| All | +172.7% | +36.7% | +136.1% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling