+513.4%
KNX vs CF
+5,948.3%
-5,434.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.2% | +7.0% | +4.4% |
| 7D | +7.4% | +6.0% | +1.4% | +6.1% |
| 30D | +2.0% | +14.8% | -12.9% | -1.0% |
| 3M | -7.9% | +14.1% | -21.9% | -10.7% |
| 6M | +14.4% | +28.5% | -14.2% | +6.1% |
| YTD | +38.9% | +74.9% | -36.0% | +20.4% |
| 1Y | +65.9% | +61.7% | +4.2% | +45.7% |
| 3Y | +35.8% | +80.3% | -44.5% | +14.2% |
| 5Y | +43.3% | +226.0% | -182.6% | +0.6% |
| 10Y | +179.6% | +569.9% | -390.2% | +54.8% |
| All | +513.4% | +5,948.3% | -5,434.9% | +51.3% |
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