+209.8%
RF vs KNX
+98.5%
+111.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | +0.4% | +3.8% | -3.5% | -1.2% |
| 30D | +5.6% | -2.0% | +7.6% | +6.2% |
| 3M | -8.9% | -13.2% | +4.3% | -4.1% |
| 6M | +7.1% | +3.6% | +3.4% | +3.7% |
| YTD | +8.3% | +19.1% | -10.8% | -1.8% |
| 1Y | +16.8% | +39.5% | -22.7% | -0.9% |
| 3Y | +115.0% | +28.7% | +86.3% | +83.8% |
| 5Y | +46.4% | +8.5% | +37.9% | +30.9% |
| All | +209.8% | +98.5% | +111.3% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling