+106.0%
KNX vs CVE
+136.7%
-30.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.1% |
| 7D | -0.3% | -10.1% | +9.7% | +0.8% |
| 30D | -4.7% | -12.1% | +7.4% | -3.5% |
| 3M | -12.0% | -1.9% | -10.1% | -12.0% |
| 6M | -3.5% | -1.8% | -1.7% | -3.8% |
| YTD | +18.6% | +65.8% | -47.2% | +11.0% |
| 1Y | +34.3% | +60.8% | -26.5% | +26.1% |
| 3Y | +28.8% | +70.1% | -41.3% | +18.8% |
| 5Y | +9.6% | +134.8% | -125.2% | -3.6% |
| 10Y | +106.0% | +130.1% | -24.1% | +70.8% |
| All | +106.0% | +136.7% | -30.7% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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