+87.0%
RF vs KNX
+38.8%
+48.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.5% |
| 7D | -0.1% | +2.3% | -2.5% | -1.1% |
| 30D | -4.0% | +0.5% | -4.5% | -4.4% |
| 3M | +5.6% | -14.1% | +19.7% | +11.3% |
| 6M | +13.1% | +19.8% | -6.7% | +3.3% |
| YTD | +13.6% | +32.7% | -19.2% | -1.1% |
| 1Y | +16.0% | +62.3% | -46.4% | -8.5% |
| 3Y | +90.2% | +36.8% | +53.4% | +58.8% |
| 5Y | +87.0% | +41.8% | +45.2% | +50.4% |
| All | +87.0% | +38.8% | +48.1% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling