+102.1%
KNX vs CFG
+216.2%
-114.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.1% |
| 7D | +9.2% | +3.2% | +6.0% | +8.0% |
| 30D | +0.9% | +5.1% | -4.2% | -0.8% |
| 3M | -12.7% | -11.2% | -1.5% | -8.9% |
| 6M | +7.3% | +9.6% | -2.2% | +3.8% |
| YTD | +23.1% | +15.0% | +8.1% | +17.2% |
| 1Y | +47.1% | +29.9% | +17.2% | +34.3% |
| 3Y | +33.3% | +192.1% | -158.8% | -7.0% |
| 5Y | +12.1% | +62.3% | -50.2% | -8.6% |
| All | +102.1% | +216.2% | -114.1% | +28.3% |
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