-14.6%
CRH vs KNX
+68.2%
-82.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.6% |
| 7D | -1.7% | +7.4% | -9.0% | -3.2% |
| 30D | -5.4% | +2.0% | -7.3% | -5.9% |
| 3M | -11.2% | -7.9% | -3.3% | -9.7% |
| 6M | -15.8% | +14.4% | -30.2% | -19.5% |
| YTD | -23.6% | +38.9% | -62.5% | -29.1% |
| 1Y | -14.6% | +65.9% | -80.5% | -21.2% |
| All | -14.6% | +68.2% | -82.8% | -21.2% |
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