+8.9%
CAT vs KNX
+45.0%
-36.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -5.0% |
| 7D | -17.1% | +2.5% | -19.6% | -17.8% |
| 30D | -30.1% | -4.4% | -25.7% | -29.0% |
| 3M | -32.4% | -12.7% | -19.7% | -29.2% |
| 6M | -32.1% | +0.9% | -33.0% | -33.0% |
| YTD | +4.1% | +20.3% | -16.2% | -3.7% |
| 1Y | +8.9% | +40.9% | -32.0% | -1.5% |
| All | +8.9% | +45.0% | -36.1% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling