+4,218.6%
KNX vs CP
+9,716.6%
-5,498.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | +3.8% | +0.9% | +2.9% | +3.5% |
| 30D | -2.0% | +10.3% | -12.3% | -5.9% |
| 3M | -13.2% | +2.3% | -15.4% | -13.9% |
| 6M | +3.6% | +10.7% | -7.1% | -0.5% |
| YTD | +19.1% | +29.3% | -10.2% | +7.3% |
| 1Y | +39.5% | +31.5% | +8.0% | +24.9% |
| 3Y | +28.7% | +36.7% | -8.0% | +13.3% |
| 5Y | +8.5% | +26.8% | -18.3% | -2.4% |
| 10Y | +100.2% | +260.1% | -159.9% | +18.4% |
| All | +4,218.6% | +9,716.6% | -5,498.0% | +1,122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling