+423.6%
KNX vs CF
+5,310.1%
-4,886.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 3M | -12.0% | +4.8% | -16.8% | -13.3% |
| 6M | -3.5% | +4.7% | -8.2% | -5.5% |
| YTD | +18.6% | +56.5% | -37.9% | +4.7% |
| 1Y | +34.3% | +48.4% | -14.1% | +19.8% |
| 3Y | +28.8% | +59.1% | -30.4% | +10.9% |
| 5Y | +9.6% | +109.5% | -99.9% | -15.1% |
| 10Y | +106.0% | +487.0% | -381.0% | +17.1% |
| All | +423.6% | +5,310.1% | -4,886.6% | +31.6% |
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