+50.4%
RSP vs KNX
+41.5%
+9.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -3.4% | +1.0% | -4.4% | -3.8% |
| 3M | +3.6% | -12.6% | +16.3% | +7.0% |
| 6M | +9.0% | +21.1% | -12.1% | +2.0% |
| YTD | +12.2% | +33.2% | -21.0% | +1.6% |
| 1Y | +15.6% | +67.8% | -52.2% | -3.2% |
| 3Y | +51.6% | +37.3% | +14.3% | +31.7% |
| 5Y | +50.4% | +41.1% | +9.3% | +26.7% |
| All | +50.4% | +41.5% | +9.0% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling