-33.7%
RIG vs KNX
+4,983.8%
-5,017.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -3.1% | -5.6% | +2.5% | -1.7% |
| 30D | -0.5% | -4.4% | +3.9% | +0.4% |
| 3M | -6.0% | -17.3% | +11.4% | -2.0% |
| 6M | -10.1% | +22.6% | -32.8% | -15.4% |
| YTD | +37.3% | +31.1% | +6.1% | +26.9% |
| 1Y | +73.9% | +60.2% | +13.7% | +51.8% |
| 3Y | -30.2% | +35.8% | -65.9% | -37.1% |
| 5Y | +62.5% | +38.9% | +23.6% | +44.0% |
| 10Y | -42.3% | +166.5% | -208.8% | -56.9% |
| All | -33.7% | +4,983.8% | -5,017.5% | -63.2% |
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