-35.1%
CRDO vs KNX
+34.4%
-69.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | -4.6% | -13.1% | -16.9% |
| 7D | -32.0% | -2.7% | -29.3% | -31.5% |
| 30D | -49.1% | -8.0% | -41.1% | -48.5% |
| 3M | -50.0% | -15.8% | -34.2% | -49.1% |
| 6M | -42.0% | -3.0% | -39.0% | -39.4% |
| YTD | -21.9% | +14.7% | -36.7% | -20.4% |
| 1Y | -35.1% | +35.0% | -70.2% | -39.4% |
| All | -35.1% | +34.4% | -69.5% | -39.4% |
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