+219.1%
RCL vs KNX
+37.6%
+181.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +1.2% |
| 7D | -1.9% | -5.6% | +3.7% | +0.7% |
| 30D | -15.5% | -4.4% | -11.1% | -14.0% |
| 3M | -9.7% | -17.3% | +7.7% | -1.9% |
| 6M | -8.7% | +22.6% | -31.4% | -18.7% |
| YTD | -5.8% | +31.1% | -36.9% | -19.2% |
| 1Y | -24.5% | +60.2% | -84.7% | -42.1% |
| 3Y | +173.9% | +35.8% | +138.2% | +119.8% |
| All | +219.1% | +37.6% | +181.5% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling