+169.7%
KNX vs CF
+599.7%
-430.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -3.2% |
| 7D | +2.3% | -0.8% | +3.2% | +2.4% |
| 30D | +0.5% | +14.3% | -13.8% | -1.5% |
| 3M | -14.1% | +27.9% | -42.0% | -17.3% |
| 6M | +19.8% | +25.5% | -5.8% | +13.8% |
| YTD | +32.7% | +81.2% | -48.5% | +17.6% |
| 1Y | +62.3% | +66.5% | -4.2% | +45.7% |
| 3Y | +36.8% | +76.7% | -39.8% | +19.3% |
| 5Y | +41.8% | +237.8% | -196.1% | +1.7% |
| 10Y | +169.7% | +619.9% | -450.2% | +59.0% |
| All | +169.7% | +599.7% | -430.0% | +59.0% |
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