+164.3%
KNX vs CP
+230.5%
-66.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.1% |
| 7D | -0.5% | -2.7% | +2.2% | +1.1% |
| 30D | +1.0% | -3.4% | +4.4% | +3.0% |
| 3M | -12.6% | -0.6% | -12.0% | -12.3% |
| 6M | +21.1% | +6.3% | +14.8% | +17.1% |
| YTD | +33.2% | +21.2% | +12.0% | +19.7% |
| 1Y | +67.8% | +20.0% | +47.8% | +51.6% |
| 3Y | +37.3% | +18.7% | +18.6% | +23.9% |
| 5Y | +41.1% | +34.8% | +6.3% | +17.6% |
| All | +164.3% | +230.5% | -66.3% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling