+41.1%
KNX vs CRL
-38.6%
+79.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +0.9% |
| 7D | -0.5% | -6.9% | +6.4% | +1.4% |
| 30D | +1.0% | -3.2% | +4.2% | +1.8% |
| 3M | -12.6% | +46.5% | -59.2% | -22.0% |
| 6M | +21.1% | +63.1% | -42.0% | +3.6% |
| YTD | +33.2% | +36.9% | -3.7% | +19.6% |
| 1Y | +67.8% | +78.1% | -10.3% | +38.8% |
| 3Y | +37.3% | +36.7% | +0.6% | +17.0% |
| 5Y | +41.1% | -38.1% | +79.2% | +29.0% |
| All | +41.1% | -38.6% | +79.7% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling