+65.4%
KNX vs CG
-24.3%
+89.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.0% |
| 7D | +7.1% | -4.3% | +11.4% | +8.4% |
| 30D | +1.7% | -5.1% | +6.8% | +3.1% |
| 3M | -8.1% | +8.7% | -16.8% | -10.7% |
| 6M | +14.0% | -9.2% | +23.3% | +17.6% |
| YTD | +38.5% | -18.9% | +57.4% | +48.1% |
| 1Y | +65.4% | -25.6% | +91.1% | +81.0% |
| All | +65.4% | -24.3% | +89.7% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling