+97.9%
CB vs KNX
+37.6%
+60.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -0.7% | -5.6% | +4.9% | -0.1% |
| 30D | -1.2% | -4.4% | +3.2% | -0.8% |
| 3M | +3.8% | -17.3% | +21.1% | +5.8% |
| 6M | +5.8% | +22.6% | -16.9% | +2.4% |
| YTD | +9.4% | +31.1% | -21.8% | +4.8% |
| 1Y | +20.7% | +60.2% | -39.5% | +12.0% |
| 3Y | +70.1% | +35.8% | +34.3% | +59.2% |
| All | +97.9% | +37.6% | +60.4% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling