+134.0%
CNC vs KNX
+67.7%
+66.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.3% |
| 7D | +3.5% | +7.1% | -3.5% | +1.8% |
| 30D | +0.1% | +1.7% | -1.6% | -0.5% |
| 3M | +6.9% | -8.1% | +15.1% | +8.9% |
| 6M | +49.0% | +14.0% | +35.0% | +42.8% |
| YTD | +62.9% | +38.5% | +24.4% | +44.6% |
| 1Y | +134.0% | +65.4% | +68.6% | +98.2% |
| All | +134.0% | +67.7% | +66.3% | +98.2% |
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