+65.4%
KNX vs CART
+14.4%
+51.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +3.4% |
| 7D | +7.1% | +1.0% | +6.0% | +7.1% |
| 30D | +1.7% | +12.6% | -10.9% | +1.9% |
| 3M | -8.1% | +23.1% | -31.3% | -7.6% |
| 6M | +14.0% | +39.5% | -25.5% | +14.5% |
| YTD | +38.5% | +13.5% | +25.0% | +39.2% |
| 1Y | +65.4% | +14.9% | +50.6% | +63.5% |
| All | +65.4% | +14.4% | +51.0% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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