+38.7%
KNX vs CAKE
+157.8%
-119.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.1% | -2.0% |
| 7D | -5.6% | -4.5% | -1.0% | -4.3% |
| 30D | -4.4% | -12.4% | +8.0% | -0.7% |
| 3M | -17.3% | +37.3% | -54.7% | -25.7% |
| 6M | +22.6% | +70.7% | -48.1% | +2.5% |
| YTD | +31.1% | +106.0% | -74.8% | +3.2% |
| 1Y | +60.2% | +79.7% | -19.4% | +31.0% |
| 3Y | +35.8% | +267.8% | -232.0% | -10.7% |
| All | +38.7% | +157.8% | -119.1% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling