+380.0%
CRWD vs KNX
+34.6%
+345.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -3.0% | -5.6% | +2.6% | -1.8% |
| 30D | -6.8% | -4.4% | -2.4% | -5.9% |
| 3M | +19.6% | -17.3% | +36.9% | +23.9% |
| 6M | +87.1% | +22.6% | +64.5% | +79.6% |
| YTD | +76.4% | +31.1% | +45.3% | +66.2% |
| 1Y | +90.8% | +60.2% | +30.6% | +70.3% |
| 3Y | +380.0% | +35.8% | +344.2% | +348.2% |
| All | +380.0% | +34.6% | +345.4% | +348.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling