+341.0%
KNX vs CAPR
-99.0%
+440.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.9% | +10.3% | +3.4% |
| 7D | +9.2% | +5.9% | +3.3% | +9.1% |
| 30D | +0.9% | +44.6% | -43.7% | +0.4% |
| 3M | -12.7% | +126.4% | -139.1% | -13.9% |
| 6M | +7.3% | -68.6% | +75.9% | +7.7% |
| YTD | +23.1% | -67.0% | +90.1% | +23.4% |
| 1Y | +47.1% | +65.2% | -18.1% | +40.8% |
| 3Y | +33.3% | +235.6% | -202.3% | +25.1% |
| 5Y | +12.1% | +175.4% | -163.3% | +4.8% |
| 10Y | +106.9% | -65.0% | +171.8% | +88.8% |
| All | +341.0% | -99.0% | +440.0% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling