+74.9%
CB vs KNX
+33.3%
+41.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.9% |
| 7D | +2.9% | +9.2% | -6.3% | +2.5% |
| 30D | +7.3% | +0.9% | +6.4% | +7.2% |
| 3M | +9.4% | -12.7% | +22.1% | +9.9% |
| 6M | +19.6% | +7.3% | +12.3% | +18.5% |
| YTD | +21.5% | +23.1% | -1.6% | +19.4% |
| 1Y | +28.0% | +47.1% | -19.1% | +24.5% |
| 3Y | +74.9% | +33.3% | +41.6% | +73.6% |
| All | +74.9% | +33.3% | +41.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 3y: compounded portfolio wealth divided by compounded KNX 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…
3y analysis · Full analysis span regression · 6 months rolling