+335.9%
KNX vs CPAY
+1,532.9%
-1,197.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -5.6% | -2.0% | -3.6% | -4.9% |
| 30D | -4.4% | -0.4% | -4.1% | -4.3% |
| 3M | -17.3% | +16.4% | -33.7% | -22.2% |
| 6M | +22.6% | +23.5% | -0.9% | +12.2% |
| YTD | +31.1% | +35.7% | -4.5% | +14.9% |
| 1Y | +60.2% | +30.2% | +30.0% | +42.0% |
| 3Y | +35.8% | +49.7% | -14.0% | +13.6% |
| 5Y | +38.9% | +56.6% | -17.6% | +11.8% |
| 10Y | +166.5% | +153.8% | +12.7% | +70.2% |
| All | +335.9% | +1,532.9% | -1,197.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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