-31.5%
RIVN vs KNX
+34.6%
-66.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +1.8% | -5.6% | +7.4% | +4.2% |
| 30D | +0.6% | -4.4% | +5.0% | +2.3% |
| 3M | +3.2% | -17.3% | +20.5% | +10.8% |
| 6M | -3.7% | +22.6% | -26.4% | -12.6% |
| YTD | -18.7% | +31.1% | -49.8% | -29.2% |
| 1Y | +14.7% | +60.2% | -45.5% | -10.6% |
| 3Y | -31.5% | +35.8% | -67.3% | -37.9% |
| All | -31.5% | +34.6% | -66.1% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling