+1,115.0%
RSP vs KNX
+780.6%
+334.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.5% |
| 7D | -0.4% | +6.4% | -6.8% | -2.4% |
| 30D | -1.5% | +1.4% | -2.9% | -2.2% |
| 3M | +4.8% | -12.0% | +16.8% | +8.6% |
| 6M | +10.3% | +25.2% | -14.9% | +1.0% |
| YTD | +14.1% | +36.6% | -22.5% | +1.0% |
| 1Y | +17.0% | +67.6% | -50.6% | -4.1% |
| 3Y | +54.2% | +40.8% | +13.4% | +30.2% |
| 5Y | +51.5% | +43.3% | +8.2% | +24.7% |
| 10Y | +204.4% | +170.1% | +34.3% | +86.0% |
| All | +1,115.0% | +780.6% | +334.4% | +343.7% |
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