+33.3%
KNX vs CPB
-35.1%
+68.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.1% | +2.9% |
| 7D | +9.2% | -1.6% | +10.8% | +9.4% |
| 30D | +0.9% | +19.2% | -18.3% | -1.4% |
| 3M | -12.7% | -0.9% | -11.8% | -12.9% |
| 6M | +7.3% | +15.2% | -7.9% | +4.7% |
| YTD | +23.1% | -13.1% | +36.2% | +24.6% |
| 1Y | +47.1% | -22.4% | +69.5% | +52.0% |
| 3Y | +33.3% | -35.3% | +68.6% | +42.3% |
| All | +33.3% | -35.1% | +68.3% | +42.3% |
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