+192.2%
KNX vs CFG
+390.8%
-198.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | +6.4% | +2.7% | +3.7% | +5.4% |
| 30D | +1.4% | -3.7% | +5.1% | +2.8% |
| 3M | -12.0% | +9.5% | -21.5% | -14.9% |
| 6M | +25.2% | +22.2% | +2.9% | +16.4% |
| YTD | +36.6% | +22.3% | +14.3% | +27.0% |
| 1Y | +67.6% | +39.4% | +28.1% | +48.4% |
| 3Y | +40.8% | +188.5% | -147.7% | -3.1% |
| 5Y | +43.3% | +101.5% | -58.2% | +8.2% |
| 10Y | +170.1% | +308.6% | -138.6% | +48.6% |
| All | +192.2% | +390.8% | -198.6% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling