+392.0%
KNX vs CNH
+64.7%
+327.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.3% | +2.5% |
| 7D | +7.4% | +23.3% | -15.9% | +0.5% |
| 30D | +2.0% | +33.5% | -31.5% | -7.1% |
| 3M | -7.9% | +32.7% | -40.6% | -16.3% |
| 6M | +14.4% | +22.2% | -7.8% | +6.0% |
| YTD | +38.9% | +57.7% | -18.8% | +18.8% |
| 1Y | +65.9% | +28.0% | +37.9% | +50.9% |
| 3Y | +35.8% | +11.5% | +24.3% | +26.6% |
| 5Y | +43.3% | +11.9% | +31.5% | +30.0% |
| 10Y | +179.6% | +162.8% | +16.8% | +88.6% |
| All | +392.0% | +64.7% | +327.3% | +248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling