+485.8%
RIOT vs KNX
+166.7%
+319.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.2% |
| 7D | -1.5% | -5.6% | +4.1% | +1.2% |
| 30D | +5.7% | -4.4% | +10.1% | +7.9% |
| 3M | -17.9% | -17.3% | -0.5% | -10.8% |
| 6M | +45.0% | +22.6% | +22.3% | +28.5% |
| YTD | +69.5% | +31.1% | +38.3% | +44.1% |
| 1Y | +37.2% | +60.2% | -23.0% | +3.4% |
| 3Y | +111.7% | +35.8% | +76.0% | +73.8% |
| 5Y | -27.5% | +38.9% | -66.4% | -39.7% |
| All | +485.8% | +166.7% | +319.0% | +280.2% |
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