-32.5%
CPRT vs KNX
+68.2%
-100.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.2% |
| 7D | +2.2% | +7.4% | -5.2% | +1.8% |
| 30D | +16.6% | +2.0% | +14.7% | +16.4% |
| 3M | +9.6% | -7.9% | +17.5% | +10.1% |
| 6M | -11.1% | +14.4% | -25.5% | -12.8% |
| YTD | -13.9% | +38.9% | -52.8% | -16.8% |
| 1Y | -32.5% | +65.9% | -98.4% | -36.2% |
| All | -32.5% | +68.2% | -100.7% | -36.2% |
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