+6.3%
KNX vs CVE
+142.8%
-136.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -3.9% | -16.1% | +12.2% | -1.7% |
| 30D | -8.2% | -10.4% | +2.2% | -7.1% |
| 3M | -15.4% | -2.4% | -13.1% | -15.5% |
| 6M | -8.6% | -4.4% | -4.2% | -8.7% |
| YTD | +12.7% | +64.9% | -52.2% | +3.0% |
| 1Y | +33.4% | +66.0% | -32.7% | +21.6% |
| 3Y | +19.6% | +57.7% | -38.0% | +6.9% |
| All | +6.3% | +142.8% | -136.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling