+19.8%
KNX vs CAI
+31.3%
-11.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.7% |
| 7D | +2.3% | -3.1% | +5.4% | +2.4% |
| 30D | +0.5% | +2.7% | -2.2% | +0.4% |
| 3M | -14.1% | +41.7% | -55.8% | -15.0% |
| 6M | +19.8% | +26.5% | -6.7% | +16.6% |
| All | +19.8% | +31.3% | -11.5% | +16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling