+338.0%
RF vs KNX
+166.7%
+171.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | -1.0% | -5.6% | +4.6% | +1.3% |
| 30D | -3.7% | -4.4% | +0.7% | -2.1% |
| 3M | +5.3% | -17.3% | +22.7% | +13.0% |
| 6M | +17.2% | +22.6% | -5.4% | +6.0% |
| YTD | +14.5% | +31.1% | -16.7% | +0.1% |
| 1Y | +15.9% | +60.2% | -44.3% | -7.9% |
| 3Y | +91.2% | +35.8% | +55.4% | +58.8% |
| 5Y | +90.0% | +38.9% | +51.1% | +53.6% |
| All | +338.0% | +166.7% | +171.3% | +154.5% |
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 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