-33.5%
RDDT vs KNX
+68.2%
-101.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.6% |
| 7D | +1.0% | +7.4% | -6.4% | -0.3% |
| 30D | -0.5% | +2.0% | -2.5% | -0.9% |
| 3M | -16.0% | -7.9% | -8.1% | -15.0% |
| 6M | +4.9% | +14.4% | -9.5% | +0.5% |
| YTD | -32.8% | +38.9% | -71.7% | -38.5% |
| 1Y | -33.5% | +65.9% | -99.3% | -42.9% |
| All | -33.5% | +68.2% | -101.6% | -42.9% |
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