+67.0%
KNX vs CART
+6.4%
+60.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -1.8% |
| 7D | +6.4% | -4.1% | +10.5% | +6.3% |
| 30D | +1.4% | -4.3% | +5.7% | +1.3% |
| 3M | -12.0% | +13.1% | -25.2% | -11.7% |
| 6M | +25.2% | +26.0% | -0.9% | +25.4% |
| YTD | +36.6% | +6.7% | +29.9% | +37.2% |
| All | +67.0% | +6.4% | +60.6% | +63.8% |
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