+37.3%
KNX vs CVE
+59.5%
-22.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -1.1% | -10.0% | +8.9% | -1.4% |
| 30D | -3.7% | -11.9% | +8.2% | -4.1% |
| 3M | -9.3% | -5.9% | -3.3% | -9.3% |
| 6M | -2.5% | -1.6% | -0.9% | -2.6% |
| YTD | +19.8% | +66.3% | -46.4% | +18.3% |
| 1Y | +37.3% | +57.5% | -20.3% | +35.8% |
| All | +37.3% | +59.5% | -22.2% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling