+67.8%
KNX vs CP
+20.0%
+47.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.4% |
| 7D | -0.5% | -2.7% | +2.2% | +1.6% |
| 30D | +1.0% | -3.4% | +4.4% | +3.7% |
| 3M | -12.6% | -0.6% | -12.0% | -12.2% |
| 6M | +21.1% | +6.3% | +14.8% | +15.8% |
| YTD | +33.2% | +21.2% | +12.0% | +18.3% |
| 1Y | +67.8% | +20.0% | +47.8% | +46.5% |
| All | +67.8% | +20.0% | +47.8% | +46.5% |
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