+539.3%
RF vs KNX
+4,671.9%
-4,132.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.2% |
| 7D | +1.9% | +9.2% | -7.3% | -1.0% |
| 30D | +7.3% | +0.9% | +6.4% | +6.8% |
| 3M | -7.9% | -12.7% | +4.8% | -4.2% |
| 6M | +10.5% | +7.3% | +3.2% | +6.6% |
| YTD | +9.6% | +23.1% | -13.5% | +0.6% |
| 1Y | +20.3% | +47.1% | -26.8% | +4.1% |
| 3Y | +119.5% | +33.3% | +86.3% | +92.9% |
| 5Y | +48.2% | +12.1% | +36.1% | +35.3% |
| 10Y | +234.3% | +106.9% | +127.4% | +141.2% |
| All | +539.3% | +4,671.9% | -4,132.6% | +210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling