+3,157.8%
KNX vs CRL
+1,379.5%
+1,778.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.4% | +4.2% |
| 7D | +7.4% | -1.0% | +8.4% | +7.7% |
| 30D | +2.0% | +10.7% | -8.7% | -1.0% |
| 3M | -7.9% | +55.3% | -63.2% | -19.2% |
| 6M | +14.4% | +60.7% | -46.3% | -1.8% |
| YTD | +38.9% | +44.6% | -5.7% | +22.5% |
| 1Y | +65.9% | +77.7% | -11.9% | +37.3% |
| 3Y | +35.8% | +37.6% | -1.8% | +15.8% |
| 5Y | +43.3% | -35.8% | +79.2% | +46.5% |
| 10Y | +179.6% | +241.7% | -62.1% | +70.4% |
| All | +3,157.8% | +1,379.5% | +1,778.3% | +1,342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling