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  • KNX vs CRL✓SelectedUSD · CRLKNX vs CRL performance historyLatest closeAs of-1.67%09/08
Stock and ETF performance explorer

KNX vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,103.5%
CRL return
+1,339.8%
Excess return
+1,763.7%
Maximum drawdown
-51.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-1.7%-2.7%+1.0%-0.9%
7D+6.4%-0.6%+6.9%+6.5%
30D+1.4%+5.0%-3.6%-0.1%
3M-12.0%+50.6%-62.6%-22.2%
6M+25.2%+60.9%-35.8%+7.4%
YTD+36.6%+40.7%-4.2%+21.4%
1Y+67.6%+73.3%-5.7%+39.7%
3Y+40.8%+40.6%+0.3%+19.3%
5Y+43.3%-37.0%+80.3%+47.2%
10Y+170.1%+244.3%-74.2%+64.4%
All+3,103.5%+1,339.8%+1,763.7%+1,329.6%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling