+35.8%
KNX vs CRS
+612.2%
-576.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -5.6% | -6.8% | +1.2% | -4.2% |
| 30D | -4.4% | -16.1% | +11.7% | -0.9% |
| 3M | -17.3% | -21.2% | +3.8% | -13.5% |
| 6M | +22.6% | +8.7% | +13.9% | +19.7% |
| YTD | +31.1% | +41.0% | -9.8% | +21.4% |
| 1Y | +60.2% | +82.7% | -22.5% | +39.2% |
| 3Y | +35.8% | +604.8% | -569.0% | -12.5% |
| All | +35.8% | +612.2% | -576.5% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling