-52.2%
RDDT vs KNX
+34.4%
-86.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.6% | -3.3% | -6.9% |
| 7D | -27.6% | -2.7% | -24.9% | -27.0% |
| 30D | -37.0% | -8.0% | -29.0% | -35.9% |
| 3M | -39.6% | -15.8% | -23.8% | -37.7% |
| 6M | -45.3% | -3.0% | -42.4% | -45.2% |
| YTD | -59.2% | +14.7% | -73.9% | -61.5% |
| 1Y | -52.2% | +35.0% | -87.2% | -58.6% |
| All | -52.2% | +34.4% | -86.6% | -58.6% |
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