+57.9%
CNQ vs KNX
+34.4%
+23.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.2% | -1.8% |
| 7D | -11.2% | -2.7% | -8.5% | -11.4% |
| 30D | +1.7% | -8.0% | +9.7% | +1.1% |
| 3M | +10.3% | -15.8% | +26.1% | +8.9% |
| 6M | +4.3% | -3.0% | +7.2% | +5.5% |
| YTD | +48.7% | +14.7% | +34.0% | +55.1% |
| 1Y | +57.9% | +35.0% | +22.9% | +68.1% |
| All | +57.9% | +34.4% | +23.5% | +68.1% |
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 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