+41.8%
KNX vs CNH
+12.3%
+29.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.6% |
| 7D | +2.3% | +1.8% | +0.5% | +1.7% |
| 30D | +0.5% | +32.6% | -32.2% | -9.2% |
| 3M | -14.1% | +29.4% | -43.6% | -22.1% |
| 6M | +19.8% | +26.0% | -6.2% | +8.8% |
| YTD | +32.7% | +52.2% | -19.5% | +12.7% |
| 1Y | +62.3% | +23.9% | +38.5% | +47.8% |
| 3Y | +36.8% | +10.1% | +26.7% | +26.9% |
| 5Y | +41.8% | +13.2% | +28.6% | +27.5% |
| All | +41.8% | +12.3% | +29.5% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling