+397.6%
KNX vs CAPR
-99.1%
+496.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.8% |
| 7D | +7.4% | -2.0% | +9.4% | +7.4% |
| 30D | +2.0% | +139.2% | -137.2% | +0.7% |
| 3M | -7.9% | -66.4% | +58.5% | -7.4% |
| 6M | +14.4% | -63.1% | +77.5% | +14.7% |
| YTD | +38.9% | -67.4% | +106.3% | +39.4% |
| 1Y | +65.9% | +58.2% | +7.6% | +59.0% |
| 3Y | +35.8% | +42.2% | -6.4% | +28.7% |
| 5Y | +43.3% | +87.3% | -43.9% | +34.7% |
| 10Y | +179.6% | -75.3% | +254.9% | +155.9% |
| All | +397.6% | -99.1% | +496.7% | +352.6% |
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