+348.5%
ROK vs KNX
+166.7%
+181.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -1.2% | -5.6% | +4.3% | +0.9% |
| 30D | -4.8% | -4.4% | -0.4% | -3.3% |
| 3M | -6.1% | -17.3% | +11.2% | +0.3% |
| 6M | +15.5% | +22.6% | -7.1% | +5.3% |
| YTD | +11.2% | +31.1% | -20.0% | -1.6% |
| 1Y | +23.8% | +60.2% | -36.4% | +0.4% |
| 3Y | +53.1% | +35.8% | +17.4% | +29.6% |
| 5Y | +48.3% | +38.9% | +9.4% | +22.2% |
| All | +348.5% | +166.7% | +181.8% | +180.3% |
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