+44.6%
KNX vs CF
+227.0%
-182.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.2% | +7.0% | +3.8% |
| 7D | +7.4% | +6.0% | +1.4% | +7.2% |
| 30D | +2.0% | +14.8% | -12.9% | +1.7% |
| 3M | -7.9% | +14.1% | -21.9% | -8.1% |
| 6M | +14.4% | +28.5% | -14.2% | +12.3% |
| YTD | +38.9% | +74.9% | -36.0% | +32.5% |
| 1Y | +65.9% | +61.7% | +4.2% | +59.2% |
| 3Y | +35.8% | +80.3% | -44.5% | +27.8% |
| All | +44.6% | +227.0% | -182.4% | +30.5% |
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