+119.5%
RF vs KNX
+33.3%
+86.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | 0.0% |
| 7D | +1.9% | +9.2% | -7.3% | -1.3% |
| 30D | +7.3% | +0.9% | +6.4% | +6.8% |
| 3M | -7.9% | -12.7% | +4.8% | -3.6% |
| 6M | +10.5% | +7.3% | +3.2% | +5.4% |
| YTD | +9.6% | +23.1% | -13.5% | -2.3% |
| 1Y | +20.3% | +47.1% | -26.8% | -0.9% |
| 3Y | +119.5% | +33.3% | +86.3% | +77.3% |
| All | +119.5% | +33.3% | +86.3% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling