+160.2%
KNX vs CAG
-36.2%
+196.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | -5.6% | -5.7% | +0.1% | -4.5% |
| 30D | -4.4% | -2.4% | -2.0% | -4.1% |
| 3M | -17.3% | +9.8% | -27.1% | -19.2% |
| 6M | +22.6% | -10.8% | +33.5% | +25.1% |
| YTD | +31.1% | -10.8% | +42.0% | +33.3% |
| 1Y | +60.2% | -19.0% | +79.2% | +66.0% |
| 3Y | +35.8% | -39.7% | +75.4% | +48.5% |
| 5Y | +38.9% | -43.0% | +81.9% | +53.4% |
| All | +160.2% | -36.2% | +196.4% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling