-38.8%
CPRT vs KNX
+65.4%
-104.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.5% |
| 7D | -11.2% | -5.6% | -5.6% | -10.8% |
| 30D | +3.3% | -4.4% | +7.7% | +3.6% |
| 3M | -3.6% | -17.3% | +13.8% | -2.4% |
| 6M | -15.8% | +22.6% | -38.4% | -17.8% |
| YTD | -23.5% | +31.1% | -54.6% | -25.7% |
| 1Y | -38.8% | +60.2% | -99.0% | -41.3% |
| All | -38.8% | +65.4% | -104.1% | -41.3% |
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