+2,756.6%
RCL vs KNX
+5,194.7%
-2,438.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | -0.5% | +6.4% | -6.8% | -2.6% |
| 30D | -17.3% | +1.4% | -18.7% | -17.9% |
| 3M | -2.8% | -12.0% | +9.3% | +1.1% |
| 6M | -4.4% | +25.2% | -29.5% | -12.3% |
| YTD | -4.2% | +36.6% | -40.8% | -14.9% |
| 1Y | -23.4% | +67.6% | -91.0% | -37.0% |
| 3Y | +179.4% | +40.8% | +138.6% | +139.4% |
| 5Y | +238.8% | +43.3% | +195.4% | +187.6% |
| 10Y | +350.2% | +170.1% | +180.1% | +197.2% |
| All | +2,756.6% | +5,194.7% | -2,438.1% | +1,171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling