+9.6%
KNX vs CF
+112.3%
-102.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.2% |
| 7D | -0.3% | -0.9% | +0.5% | -0.3% |
| 30D | -4.7% | +6.9% | -11.6% | -4.8% |
| 3M | -12.0% | +4.8% | -16.8% | -12.1% |
| 6M | -3.5% | +4.7% | -8.2% | -3.8% |
| YTD | +18.6% | +56.5% | -37.9% | +13.2% |
| 1Y | +34.3% | +48.4% | -14.1% | +28.8% |
| 3Y | +28.8% | +59.1% | -30.4% | +21.4% |
| 5Y | +9.6% | +109.5% | -99.9% | -1.7% |
| All | +9.6% | +112.3% | -102.7% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling