+385.0%
KNX vs CDW
+903.1%
-518.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.1% |
| 7D | +7.4% | +3.2% | +4.2% | +6.1% |
| 30D | +2.0% | +9.3% | -7.3% | -1.6% |
| 3M | -7.9% | +9.8% | -17.7% | -12.0% |
| 6M | +14.4% | +23.3% | -9.0% | +2.1% |
| YTD | +38.9% | +13.7% | +25.3% | +27.6% |
| 1Y | +65.9% | -6.5% | +72.4% | +64.1% |
| 3Y | +35.8% | -25.2% | +61.1% | +44.6% |
| 5Y | +43.3% | -19.5% | +62.8% | +45.6% |
| 10Y | +179.6% | +285.8% | -106.2% | +54.9% |
| All | +385.0% | +903.1% | -518.1% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling