-46.8%
CPNG vs KNX
+67.7%
-114.5%
-54.9%
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% | -1.6% |
| 7D | -7.4% | +7.1% | -14.5% | -7.8% |
| 30D | -4.4% | +1.7% | -6.1% | -4.5% |
| 3M | -7.5% | -8.1% | +0.6% | -6.8% |
| 6M | -19.9% | +14.0% | -34.0% | -22.0% |
| YTD | -35.2% | +38.5% | -73.7% | -37.1% |
| 1Y | -46.8% | +65.4% | -112.2% | -48.2% |
| All | -46.8% | +67.7% | -114.5% | -48.2% |
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