+8,993.3%
CB vs KNX
+4,671.9%
+4,321.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.4% |
| 7D | +2.9% | +9.2% | -6.3% | +1.1% |
| 30D | +7.3% | +0.9% | +6.4% | +7.0% |
| 3M | +9.4% | -12.7% | +22.1% | +12.0% |
| 6M | +19.6% | +7.3% | +12.3% | +16.9% |
| YTD | +21.5% | +23.1% | -1.6% | +14.8% |
| 1Y | +28.0% | +47.1% | -19.1% | +16.6% |
| 3Y | +74.9% | +33.3% | +41.6% | +58.4% |
| 5Y | +108.1% | +12.1% | +96.0% | +92.3% |
| 10Y | +251.8% | +106.9% | +144.9% | +174.4% |
| All | +8,993.3% | +4,671.9% | +4,321.4% | +4,851.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling