+432.5%
KNX vs CVE
+89.9%
+342.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.0% |
| 7D | +7.4% | +2.5% | +4.9% | +7.0% |
| 30D | +2.0% | +16.7% | -14.8% | -0.4% |
| 3M | -7.9% | +9.3% | -17.1% | -9.3% |
| 6M | +14.4% | +43.6% | -29.2% | +7.6% |
| YTD | +38.9% | +93.6% | -54.7% | +24.6% |
| 1Y | +65.9% | +98.8% | -32.9% | +47.9% |
| 3Y | +35.8% | +73.6% | -37.8% | +21.7% |
| 5Y | +43.3% | +312.5% | -269.1% | +9.7% |
| 10Y | +179.6% | +161.0% | +18.6% | +112.2% |
| All | +432.5% | +89.9% | +342.6% | +311.9% |
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 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