+19.6%
KNX vs CART
+112.9%
-93.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -3.9% | +3.0% | -6.8% | -4.1% |
| 30D | -8.2% | +28.6% | -36.7% | -9.8% |
| 3M | -15.4% | +29.1% | -44.5% | -17.1% |
| 6M | -8.6% | +44.7% | -53.3% | -11.4% |
| YTD | +12.7% | +29.2% | -16.5% | +10.1% |
| 1Y | +33.4% | +66.2% | -32.8% | +26.2% |
| 3Y | +19.6% | +112.8% | -93.2% | +8.1% |
| All | +19.6% | +112.9% | -93.3% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling