+164.3%
KNX vs CFG
+311.8%
-147.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -0.5% | -1.7% | +1.2% | +0.1% |
| 30D | +1.0% | -4.6% | +5.6% | +2.7% |
| 3M | -12.6% | +7.9% | -20.5% | -15.0% |
| 6M | +21.1% | +19.9% | +1.2% | +13.5% |
| YTD | +33.2% | +21.7% | +11.5% | +24.2% |
| 1Y | +67.8% | +38.4% | +29.3% | +49.3% |
| 3Y | +37.3% | +187.0% | -149.7% | -4.3% |
| 5Y | +41.1% | +99.5% | -58.4% | +7.7% |
| All | +164.3% | +311.8% | -147.5% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling