+65.4%
KNX vs CP
+19.9%
+45.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.2% |
| 7D | +7.1% | -2.7% | +9.7% | +9.2% |
| 30D | +1.7% | +0.2% | +1.5% | +1.6% |
| 3M | -8.1% | +2.6% | -10.7% | -9.8% |
| 6M | +14.0% | +6.0% | +8.1% | +8.9% |
| YTD | +38.5% | +24.9% | +13.6% | +20.2% |
| 1Y | +65.4% | +20.1% | +45.3% | +43.8% |
| All | +65.4% | +19.9% | +45.5% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling