+40.9%
KNX vs CRL
+85.3%
-44.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | +0.2% |
| 7D | +2.5% | -12.8% | +15.2% | +4.1% |
| 30D | -4.4% | +5.0% | -9.4% | -5.4% |
| 3M | -12.7% | +39.4% | -52.0% | -17.8% |
| 6M | +0.9% | +89.4% | -88.5% | -11.3% |
| YTD | +20.3% | +63.6% | -43.2% | +10.0% |
| 1Y | +40.9% | +83.5% | -42.5% | +23.8% |
| All | +40.9% | +85.3% | -44.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling