+216.7%
CTVA vs KNX
+139.9%
+76.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -4.5% | -5.6% | +1.1% | -2.9% |
| 30D | +11.3% | -4.4% | +15.7% | +12.5% |
| 3M | +12.3% | -17.3% | +29.6% | +18.0% |
| 6M | +7.2% | +22.6% | -15.5% | -0.9% |
| YTD | +26.0% | +31.1% | -5.1% | +13.4% |
| 1Y | +16.0% | +60.2% | -44.2% | -3.2% |
| 3Y | +73.9% | +35.8% | +38.2% | +49.2% |
| 5Y | +103.8% | +38.9% | +64.9% | +66.8% |
| All | +216.7% | +139.9% | +76.8% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling