+12,154.1%
CAT vs KNX
+5,045.1%
+7,109.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | +2.9% | +2.3% | +0.6% | +2.2% |
| 30D | -2.6% | +0.5% | -3.1% | -2.8% |
| 3M | -10.7% | -14.1% | +3.5% | -7.0% |
| 6M | +16.1% | +19.8% | -3.6% | +9.7% |
| YTD | +43.2% | +32.7% | +10.5% | +31.2% |
| 1Y | +96.8% | +62.3% | +34.5% | +69.4% |
| 3Y | +201.4% | +36.8% | +164.5% | +168.6% |
| 5Y | +332.7% | +41.8% | +290.9% | +275.2% |
| 10Y | +1,157.1% | +169.7% | +987.4% | +786.1% |
| All | +12,154.1% | +5,045.1% | +7,109.0% | +5,855.1% |
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