+160.2%
KNX vs CAKE
+155.4%
+4.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.1% | -1.9% |
| 7D | -5.6% | -4.5% | -1.0% | -4.5% |
| 30D | -4.4% | -12.4% | +8.0% | -1.4% |
| 3M | -17.3% | +37.3% | -54.7% | -24.1% |
| 6M | +22.6% | +70.7% | -48.1% | +6.5% |
| YTD | +31.1% | +106.0% | -74.8% | +8.6% |
| 1Y | +60.2% | +79.7% | -19.4% | +36.8% |
| 3Y | +35.8% | +267.8% | -232.0% | -2.9% |
| 5Y | +38.9% | +159.9% | -121.0% | +3.7% |
| All | +160.2% | +155.4% | +4.8% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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