+3,927.0%
CAH vs KNX
+4,983.8%
-1,056.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -5.1% | -5.6% | +0.5% | -4.3% |
| 30D | +0.2% | -4.4% | +4.6% | +0.8% |
| 3M | +6.3% | -17.3% | +23.6% | +9.1% |
| 6M | +9.4% | +22.6% | -13.2% | +5.2% |
| YTD | +15.0% | +31.1% | -16.2% | +9.1% |
| 1Y | +55.4% | +60.2% | -4.8% | +42.2% |
| 3Y | +173.8% | +35.8% | +138.1% | +152.5% |
| 5Y | +395.2% | +38.9% | +356.3% | +348.5% |
| 10Y | +293.2% | +166.5% | +126.8% | +212.5% |
| All | +3,927.0% | +4,983.8% | -1,056.7% | +2,326.4% |
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 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