+60.2%
KNX vs CAG
-18.8%
+79.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.5% |
| 7D | -5.6% | -5.7% | +0.1% | -5.4% |
| 30D | -4.4% | -2.4% | -2.0% | -4.5% |
| 3M | -17.3% | +9.8% | -27.1% | -17.5% |
| 6M | +22.6% | -10.8% | +33.5% | +24.1% |
| YTD | +31.1% | -10.8% | +42.0% | +32.7% |
| 1Y | +60.2% | -19.0% | +79.2% | +59.6% |
| All | +60.2% | -18.8% | +79.0% | +59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling