+41.8%
KNX vs CDW
-23.8%
+65.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.3% |
| 7D | +2.3% | -4.2% | +6.6% | +4.0% |
| 30D | +0.5% | +4.9% | -4.4% | -1.6% |
| 3M | -14.1% | +7.3% | -21.4% | -17.4% |
| 6M | +19.8% | +19.2% | +0.6% | +6.7% |
| YTD | +32.7% | +6.2% | +26.5% | +24.3% |
| 1Y | +62.3% | -14.0% | +76.3% | +67.6% |
| 3Y | +36.8% | -30.0% | +66.8% | +50.5% |
| 5Y | +41.8% | -23.6% | +65.4% | +38.8% |
| All | +41.8% | -23.8% | +65.6% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling