+48.8%
CAVA vs KNX
+34.6%
+14.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.1% |
| 7D | -8.0% | -5.6% | -2.4% | -5.9% |
| 30D | -19.6% | -4.4% | -15.2% | -18.2% |
| 3M | -36.7% | -17.3% | -19.4% | -32.0% |
| 6M | -30.6% | +22.6% | -53.2% | -37.1% |
| YTD | -4.8% | +31.1% | -35.9% | -17.4% |
| 1Y | -13.1% | +60.2% | -73.3% | -31.8% |
| 3Y | +48.8% | +35.8% | +13.0% | +27.7% |
| All | +48.8% | +34.6% | +14.2% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling