+163.1%
RTX vs KNX
+37.6%
+125.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -1.5% | -5.6% | +4.0% | -0.9% |
| 30D | -11.0% | -4.4% | -6.6% | -10.5% |
| 3M | +7.7% | -17.3% | +25.0% | +10.1% |
| 6M | -3.9% | +22.6% | -26.5% | -7.7% |
| YTD | +9.0% | +31.1% | -22.2% | +3.3% |
| 1Y | +27.3% | +60.2% | -33.0% | +16.3% |
| 3Y | +172.9% | +35.8% | +137.2% | +152.5% |
| All | +163.1% | +37.6% | +125.6% | +140.4% |
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