+431.6%
KNX vs CF
+5,489.8%
-5,058.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | 0.0% | +10.4% | -10.3% | -1.9% |
| 30D | -3.3% | +7.6% | -10.9% | -4.9% |
| 3M | -8.7% | +5.2% | -13.9% | -10.0% |
| 6M | +1.3% | -0.1% | +1.4% | +0.3% |
| YTD | +20.4% | +61.7% | -41.3% | +5.6% |
| 1Y | +42.4% | +50.3% | -7.9% | +26.8% |
| 3Y | +30.1% | +66.0% | -35.9% | +11.1% |
| 5Y | +11.7% | +114.5% | -102.8% | -13.9% |
| 10Y | +102.3% | +471.5% | -369.2% | +15.9% |
| All | +431.6% | +5,489.8% | -5,058.2% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling