+37.9%
KNX vs CPB
-43.2%
+81.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.9% |
| 7D | -0.5% | -5.4% | +4.9% | +0.1% |
| 30D | +1.0% | -7.8% | +8.9% | +1.8% |
| 3M | -12.6% | -6.9% | -5.7% | -12.1% |
| 6M | +21.1% | -12.2% | +33.3% | +22.9% |
| YTD | +33.2% | -21.1% | +54.3% | +36.8% |
| 1Y | +67.8% | -33.5% | +101.3% | +77.8% |
| All | +37.9% | -43.2% | +81.0% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling