+101.4%
KNX vs CF
+481.7%
-380.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.7% |
| 7D | -1.1% | +4.8% | -5.9% | -1.8% |
| 30D | -3.7% | +9.7% | -13.4% | -5.0% |
| 3M | -9.3% | +1.2% | -10.5% | -9.7% |
| 6M | -2.5% | +7.4% | -9.9% | -4.3% |
| YTD | +19.8% | +60.5% | -40.7% | +7.9% |
| 1Y | +37.3% | +50.7% | -13.5% | +24.9% |
| 3Y | +29.5% | +64.8% | -35.3% | +13.8% |
| 5Y | +11.5% | +115.8% | -104.3% | -11.8% |
| All | +101.4% | +481.7% | -380.3% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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