+80.6%
CRWD vs KNX
+45.0%
+35.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -9.6% | +2.5% | -12.1% | -9.9% |
| 30D | -11.6% | -4.4% | -7.2% | -11.1% |
| 3M | +14.1% | -12.7% | +26.8% | +16.2% |
| 6M | +105.4% | +0.9% | +104.5% | +109.6% |
| YTD | +105.6% | +20.3% | +85.3% | +107.7% |
| 1Y | +80.6% | +40.9% | +39.6% | +80.6% |
| All | +80.6% | +45.0% | +35.6% | +80.6% |
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