+69.2%
CB vs KNX
+36.2%
+33.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.4% |
| 7D | -0.5% | +2.3% | -2.9% | -0.6% |
| 30D | -3.1% | +0.5% | -3.5% | -3.1% |
| 3M | +4.2% | -14.1% | +18.3% | +4.8% |
| 6M | +4.7% | +19.8% | -15.1% | +3.2% |
| YTD | +8.8% | +32.7% | -23.9% | +6.6% |
| 1Y | +22.6% | +62.3% | -39.7% | +18.5% |
| All | +69.2% | +36.2% | +33.0% | +66.2% |
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