+7,849.9%
RTX vs KNX
+5,194.7%
+2,655.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -3.1% | +6.4% | -9.5% | -4.4% |
| 30D | -10.6% | +1.4% | -12.0% | -11.0% |
| 3M | +11.6% | -12.0% | +23.7% | +14.1% |
| 6M | -4.5% | +25.2% | -29.7% | -10.2% |
| YTD | +9.6% | +36.6% | -27.0% | +0.7% |
| 1Y | +30.8% | +67.6% | -36.8% | +14.2% |
| 3Y | +152.8% | +40.8% | +112.0% | +124.2% |
| 5Y | +167.1% | +43.3% | +123.8% | +131.8% |
| 10Y | +275.2% | +170.1% | +105.1% | +171.8% |
| All | +7,849.9% | +5,194.7% | +2,655.2% | +3,563.1% |
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 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