+164.3%
KNX vs CNH
+157.1%
+7.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.3% |
| 7D | -0.5% | -2.5% | +2.0% | +0.2% |
| 30D | +1.0% | +27.0% | -26.0% | -6.9% |
| 3M | -12.6% | +32.6% | -45.3% | -21.0% |
| 6M | +21.1% | +23.6% | -2.5% | +11.2% |
| YTD | +33.2% | +47.8% | -14.6% | +15.4% |
| 1Y | +67.8% | +21.3% | +46.5% | +54.5% |
| 3Y | +37.3% | +7.0% | +30.4% | +29.2% |
| 5Y | +41.1% | +10.2% | +30.9% | +27.8% |
| All | +164.3% | +157.1% | +7.2% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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