-50.5%
CPNG vs KNX
+37.6%
-88.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.6% |
| 7D | -1.1% | -5.6% | +4.5% | +0.7% |
| 30D | -7.4% | -4.4% | -2.9% | -6.2% |
| 3M | -12.3% | -17.3% | +5.0% | -7.5% |
| 6M | -19.4% | +22.6% | -42.1% | -26.6% |
| YTD | -35.9% | +31.1% | -67.1% | -43.5% |
| 1Y | -53.4% | +60.2% | -113.6% | -62.6% |
| 3Y | -20.0% | +35.8% | -55.8% | -34.6% |
| All | -50.5% | +37.6% | -88.0% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling