+1,144.3%
CAT vs KNX
+166.7%
+977.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.3% |
| 7D | +0.6% | -5.6% | +6.2% | +2.7% |
| 30D | -4.3% | -4.4% | +0.1% | -2.8% |
| 3M | -8.6% | -17.3% | +8.7% | -2.4% |
| 6M | +16.1% | +22.6% | -6.5% | +6.5% |
| YTD | +43.8% | +31.1% | +12.6% | +28.2% |
| 1Y | +91.5% | +60.2% | +31.3% | +57.2% |
| 3Y | +202.7% | +35.8% | +167.0% | +158.6% |
| 5Y | +335.1% | +38.9% | +296.2% | +258.0% |
| All | +1,144.3% | +166.7% | +977.6% | +669.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling