+4,850.9%
KNX vs CAG
+293.8%
+4,557.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.3% |
| 7D | +6.4% | -5.3% | +11.7% | +7.8% |
| 30D | +1.4% | +1.0% | +0.4% | +1.0% |
| 3M | -12.0% | +17.4% | -29.4% | -15.8% |
| 6M | +25.2% | -16.8% | +42.0% | +30.1% |
| YTD | +36.6% | -6.8% | +43.4% | +37.6% |
| 1Y | +67.6% | -15.4% | +83.0% | +72.6% |
| 3Y | +40.8% | -37.1% | +77.9% | +54.4% |
| 5Y | +43.3% | -41.3% | +84.6% | +59.1% |
| 10Y | +170.1% | -35.5% | +205.5% | +179.3% |
| All | +4,850.9% | +293.8% | +4,557.1% | +3,707.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling