+67.8%
KNX vs CAPR
+26.9%
+40.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +0.4% |
| 7D | -0.5% | -10.6% | +10.1% | -0.4% |
| 30D | +1.0% | +111.2% | -110.2% | 0.0% |
| 3M | -12.6% | -67.2% | +54.6% | -12.2% |
| 6M | +21.1% | -75.1% | +96.2% | +21.9% |
| YTD | +33.2% | -71.2% | +104.4% | +33.8% |
| 1Y | +67.8% | +31.1% | +36.7% | +63.3% |
| All | +67.8% | +26.9% | +40.9% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling