+212.8%
RDDT vs KNX
+31.1%
+181.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | +2.1% | -5.6% | +7.7% | +3.6% |
| 30D | +2.8% | -4.4% | +7.2% | +3.9% |
| 3M | -8.9% | -17.3% | +8.4% | -4.7% |
| 6M | +15.1% | +22.6% | -7.6% | +7.2% |
| YTD | -31.4% | +31.1% | -62.5% | -37.8% |
| 1Y | -39.4% | +60.2% | -99.6% | -49.1% |
| All | +212.8% | +31.1% | +181.6% | +144.5% |
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 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