-39.5%
ROL vs KNX
+23.8%
-63.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.8% |
| 7D | -3.3% | +2.3% | -5.6% | -3.5% |
| 30D | -7.2% | +0.5% | -7.7% | -7.4% |
| 3M | -27.0% | -14.1% | -12.8% | -25.8% |
| 6M | -39.5% | +19.8% | -59.3% | -41.0% |
| All | -39.5% | +23.8% | -63.3% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling