+160.2%
KNX vs CAPR
-78.4%
+238.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.5% |
| 7D | -5.6% | -11.0% | +5.4% | -5.4% |
| 30D | -4.4% | +99.8% | -104.2% | -5.9% |
| 3M | -17.3% | -66.6% | +49.2% | -16.8% |
| 6M | +22.6% | -75.1% | +97.7% | +24.0% |
| YTD | +31.1% | -71.0% | +102.1% | +32.1% |
| 1Y | +60.2% | +30.0% | +30.2% | +51.0% |
| 3Y | +35.8% | +29.0% | +6.8% | +24.9% |
| 5Y | +38.9% | +70.8% | -31.9% | +25.8% |
| All | +160.2% | -78.4% | +238.7% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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