+160.2%
KNX vs CRL
+256.1%
-95.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.5% | -2.1% |
| 7D | -5.6% | -3.5% | -2.0% | -4.6% |
| 30D | -4.4% | -2.1% | -2.3% | -3.9% |
| 3M | -17.3% | +48.0% | -65.3% | -26.9% |
| 6M | +22.6% | +64.7% | -42.1% | +3.7% |
| YTD | +31.1% | +39.5% | -8.3% | +16.3% |
| 1Y | +60.2% | +74.2% | -14.0% | +32.0% |
| 3Y | +35.8% | +39.4% | -3.6% | +14.1% |
| 5Y | +38.9% | -36.9% | +75.8% | +43.6% |
| All | +160.2% | +256.1% | -95.8% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling