+41.8%
KNX vs CP
+30.0%
+11.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.1% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | +0.5% | -0.5% | +0.9% | +0.8% |
| 3M | -14.1% | +0.1% | -14.2% | -14.2% |
| 6M | +19.8% | +7.8% | +12.0% | +14.5% |
| YTD | +32.7% | +22.9% | +9.9% | +17.3% |
| 1Y | +62.3% | +21.3% | +41.0% | +44.5% |
| 3Y | +36.8% | +20.4% | +16.5% | +21.0% |
| 5Y | +41.8% | +34.9% | +6.8% | +20.1% |
| All | +41.8% | +30.0% | +11.8% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling