+361.5%
KNX vs CVE
+67.5%
+294.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.1% |
| 7D | 0.0% | +0.1% | 0.0% | +0.1% |
| 30D | -3.3% | -10.8% | +7.5% | -1.9% |
| 3M | -8.7% | -4.3% | -4.4% | -8.3% |
| 6M | +1.3% | -1.5% | +2.8% | +0.9% |
| YTD | +20.4% | +70.7% | -50.3% | +9.7% |
| 1Y | +42.4% | +58.1% | -15.7% | +31.2% |
| 3Y | +30.1% | +69.8% | -39.8% | +16.9% |
| 5Y | +11.7% | +148.9% | -137.3% | -7.8% |
| 10Y | +102.3% | +143.5% | -41.2% | +54.1% |
| All | +361.5% | +67.5% | +294.0% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling