+160.2%
KNX vs CDW
+300.6%
-140.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.8% | -9.4% | -4.4% |
| 7D | -5.6% | +0.9% | -6.5% | -6.1% |
| 30D | -4.4% | +13.1% | -17.5% | -9.1% |
| 3M | -17.3% | +19.7% | -37.0% | -23.7% |
| 6M | +22.6% | +30.7% | -8.1% | +6.5% |
| YTD | +31.1% | +14.7% | +16.4% | +19.7% |
| 1Y | +60.2% | -5.3% | +65.5% | +57.7% |
| 3Y | +35.8% | -23.8% | +59.6% | +43.4% |
| 5Y | +38.9% | -16.8% | +55.7% | +39.0% |
| All | +160.2% | +300.6% | -140.3% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling