+61.3%
KNX vs CAI
-9.9%
+71.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.7% |
| 7D | -5.6% | -2.9% | -2.7% | -5.3% |
| 30D | -4.4% | +9.3% | -13.8% | -5.3% |
| 3M | -17.3% | +35.2% | -52.5% | -20.0% |
| 6M | +22.6% | +30.7% | -8.1% | +17.4% |
| YTD | +31.1% | -9.8% | +40.9% | +31.6% |
| 1Y | +60.2% | -28.9% | +89.1% | +65.0% |
| All | +61.3% | -9.9% | +71.2% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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