+89.7%
RF vs KNX
+36.2%
+53.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.3% |
| 7D | -0.1% | +2.3% | -2.5% | -0.9% |
| 30D | -4.0% | +0.5% | -4.5% | -4.4% |
| 3M | +5.6% | -14.1% | +19.7% | +10.4% |
| 6M | +13.1% | +19.8% | -6.7% | +4.7% |
| YTD | +13.6% | +32.7% | -19.2% | +0.9% |
| 1Y | +16.0% | +62.3% | -46.4% | -5.3% |
| All | +89.7% | +36.2% | +53.5% | +79.1% |
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