+41.6%
KNX vs CART
+21.6%
+20.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.0% | +3.9% |
| 7D | +7.4% | +1.0% | +6.3% | +7.3% |
| 30D | +2.0% | +12.6% | -10.7% | +0.9% |
| 3M | -7.9% | +23.1% | -31.0% | -9.6% |
| 6M | +14.4% | +39.5% | -25.2% | +10.5% |
| YTD | +38.9% | +13.5% | +25.4% | +36.9% |
| 1Y | +65.9% | +14.9% | +51.0% | +62.7% |
| All | +41.6% | +21.6% | +20.0% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling