-25.7%
RKT vs KNX
+73.4%
-99.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | +0.1% | -1.3% |
| 7D | -1.0% | +2.3% | -3.3% | -2.2% |
| 30D | -2.4% | +0.5% | -2.9% | -2.9% |
| 3M | +1.9% | -14.1% | +16.0% | +9.8% |
| 6M | -13.9% | +19.8% | -33.6% | -22.3% |
| YTD | -30.6% | +32.7% | -63.4% | -40.6% |
| 1Y | -34.4% | +62.3% | -96.7% | -50.2% |
| 3Y | +38.2% | +36.8% | +1.4% | +12.0% |
| 5Y | -9.7% | +41.8% | -51.4% | -28.8% |
| All | -25.7% | +73.4% | -99.1% | -47.7% |
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