+35.8%
KNX vs CBOE
+89.1%
-53.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.9% |
| 7D | -5.6% | -5.8% | +0.2% | -6.4% |
| 30D | -4.4% | -3.1% | -1.3% | -4.8% |
| 3M | -17.3% | -4.8% | -12.6% | -17.8% |
| 6M | +22.6% | -0.6% | +23.2% | +22.9% |
| YTD | +31.1% | +12.8% | +18.4% | +35.2% |
| 1Y | +60.2% | +19.8% | +40.4% | +67.8% |
| 3Y | +35.8% | +86.9% | -51.2% | +45.5% |
| All | +35.8% | +89.1% | -53.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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