+4,850.9%
KNX vs CPB
+178.4%
+4,672.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -2.1% |
| 7D | +6.4% | -8.2% | +14.6% | +8.2% |
| 30D | +1.4% | -5.6% | +7.0% | +2.4% |
| 3M | -12.0% | +3.0% | -15.0% | -13.0% |
| 6M | +25.2% | -12.7% | +37.9% | +28.1% |
| YTD | +36.6% | -18.0% | +54.6% | +41.2% |
| 1Y | +67.6% | -31.7% | +99.3% | +80.2% |
| 3Y | +40.8% | -41.0% | +81.8% | +54.5% |
| 5Y | +43.3% | -38.4% | +81.7% | +54.4% |
| 10Y | +170.1% | -45.0% | +215.0% | +188.5% |
| All | +4,850.9% | +178.4% | +4,672.5% | +4,735.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling