+170.1%
KNX vs CVE
+170.0%
+0.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.9% |
| 7D | +6.4% | +0.2% | +6.2% | +6.4% |
| 30D | +1.4% | +17.5% | -16.1% | -0.4% |
| 3M | -12.0% | +16.2% | -28.2% | -13.7% |
| 6M | +25.2% | +47.8% | -22.6% | +19.2% |
| YTD | +36.6% | +98.5% | -61.9% | +25.6% |
| 1Y | +67.6% | +109.8% | -42.2% | +52.8% |
| 3Y | +40.8% | +75.5% | -34.7% | +29.3% |
| 5Y | +43.3% | +341.6% | -298.2% | +18.1% |
| 10Y | +170.1% | +159.8% | +10.3% | +124.9% |
| All | +170.1% | +170.0% | +0.1% | +124.9% |
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