+4,711.0%
KNX vs CHD
+7,689.9%
-2,978.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | +2.3% | -4.2% | +6.5% | +3.5% |
| 30D | +0.5% | -7.6% | +8.0% | +2.5% |
| 3M | -14.1% | -1.6% | -12.5% | -14.0% |
| 6M | +19.8% | -6.3% | +26.1% | +21.4% |
| YTD | +32.7% | +14.6% | +18.1% | +27.2% |
| 1Y | +62.3% | +1.6% | +60.7% | +60.6% |
| 3Y | +36.8% | +3.1% | +33.7% | +33.5% |
| 5Y | +41.8% | +21.1% | +20.7% | +31.5% |
| 10Y | +169.7% | +128.6% | +41.1% | +107.5% |
| All | +4,711.0% | +7,689.9% | -2,978.9% | +2,119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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