+37.9%
KNX vs CDW
-30.1%
+68.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -0.5% | -7.4% | +6.9% | +2.0% |
| 30D | +1.0% | +5.8% | -4.8% | -1.1% |
| 3M | -12.6% | +10.8% | -23.5% | -16.4% |
| 6M | +21.1% | +21.5% | -0.4% | +7.7% |
| YTD | +33.2% | +6.4% | +26.8% | +25.5% |
| 1Y | +67.8% | -14.8% | +82.6% | +75.6% |
| All | +37.9% | -30.1% | +68.0% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling