-42.2%
RIG vs KNX
+166.7%
-208.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | -3.1% | -5.6% | +2.5% | -1.1% |
| 30D | -0.5% | -4.4% | +3.9% | +0.8% |
| 3M | -6.0% | -17.3% | +11.4% | 0.0% |
| 6M | -10.1% | +22.6% | -32.8% | -18.2% |
| YTD | +37.3% | +31.1% | +6.1% | +21.3% |
| 1Y | +73.9% | +60.2% | +13.7% | +40.1% |
| 3Y | -30.2% | +35.8% | -65.9% | -41.2% |
| 5Y | +62.5% | +38.9% | +23.6% | +32.6% |
| All | -42.2% | +166.7% | -208.9% | -65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling