+332.6%
CAT vs KNX
+37.6%
+295.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | +0.6% | -5.6% | +6.2% | +2.6% |
| 30D | -4.3% | -4.4% | +0.1% | -2.8% |
| 3M | -8.6% | -17.3% | +8.7% | -2.7% |
| 6M | +16.1% | +22.6% | -6.5% | +6.9% |
| YTD | +43.8% | +31.1% | +12.6% | +29.0% |
| 1Y | +91.5% | +60.2% | +31.3% | +58.8% |
| 3Y | +202.7% | +35.8% | +167.0% | +160.9% |
| All | +332.6% | +37.6% | +295.0% | +253.9% |
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