+4,534.0%
CNC vs KNX
+917.4%
+3,616.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | -0.9% | -5.6% | +4.7% | +0.8% |
| 30D | -1.0% | -4.4% | +3.4% | +0.2% |
| 3M | +4.5% | -17.3% | +21.9% | +10.1% |
| 6M | +85.2% | +22.6% | +62.6% | +72.2% |
| YTD | +61.4% | +31.1% | +30.3% | +46.5% |
| 1Y | +94.9% | +60.2% | +34.7% | +66.0% |
| 3Y | 0.0% | +35.8% | -35.8% | -13.9% |
| 5Y | +11.2% | +38.9% | -27.7% | -7.4% |
| 10Y | +98.7% | +166.5% | -67.7% | +24.0% |
| All | +4,534.0% | +917.4% | +3,616.5% | +1,489.0% |
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