+54.0%
ROST vs KNX
+65.4%
-11.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.9% | +2.6% |
| 7D | +0.2% | -5.6% | +5.8% | +1.0% |
| 30D | -6.9% | -4.4% | -2.5% | -6.3% |
| 3M | -3.3% | -17.3% | +14.0% | -0.6% |
| 6M | +9.0% | +22.6% | -13.6% | +4.3% |
| YTD | +28.9% | +31.1% | -2.3% | +21.6% |
| 1Y | +54.0% | +60.2% | -6.2% | +39.1% |
| All | +54.0% | +65.4% | -11.4% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling