+41.8%
KNX vs CAPR
+76.3%
-34.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -2.8% |
| 7D | +2.3% | -12.6% | +15.0% | +2.5% |
| 30D | +0.5% | +124.4% | -124.0% | -1.1% |
| 3M | -14.1% | -66.8% | +52.6% | -13.6% |
| 6M | +19.8% | -71.8% | +91.6% | +20.8% |
| YTD | +32.7% | -70.1% | +102.8% | +33.6% |
| 1Y | +62.3% | +33.3% | +29.0% | +53.5% |
| 3Y | +36.8% | +36.7% | +0.1% | +23.8% |
| 5Y | +41.8% | +72.5% | -30.7% | +26.4% |
| All | +41.8% | +76.3% | -34.6% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling