+35.8%
KNX vs CNI
+19.7%
+16.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.2% |
| 7D | -5.6% | -0.4% | -5.2% | -5.3% |
| 30D | -4.4% | -2.7% | -1.7% | -2.3% |
| 3M | -17.3% | +3.9% | -21.2% | -19.7% |
| 6M | +22.6% | +16.4% | +6.3% | +9.1% |
| YTD | +31.1% | +25.8% | +5.3% | +9.9% |
| 1Y | +60.2% | +32.4% | +27.8% | +28.4% |
| 3Y | +35.8% | +19.1% | +16.7% | +8.0% |
| All | +35.8% | +19.7% | +16.0% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling