+573.8%
RF vs KNX
+5,284.4%
-4,710.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -1.3% |
| 7D | +1.3% | +7.4% | -6.1% | -1.0% |
| 30D | -3.6% | +2.0% | -5.6% | -4.4% |
| 3M | +8.1% | -7.9% | +16.0% | +10.4% |
| 6M | +11.5% | +14.4% | -2.9% | +5.4% |
| YTD | +15.6% | +38.9% | -23.3% | +2.3% |
| 1Y | +15.7% | +65.9% | -50.2% | -4.3% |
| 3Y | +86.9% | +35.8% | +51.1% | +62.2% |
| 5Y | +89.8% | +43.3% | +46.5% | +60.3% |
| 10Y | +344.7% | +179.6% | +165.1% | +193.1% |
| All | +573.8% | +5,284.4% | -4,710.6% | +215.2% |
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