+8,142.0%
CB vs KNX
+5,284.4%
+2,857.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -2.7% |
| 7D | +0.5% | +7.4% | -6.9% | -0.9% |
| 30D | -3.1% | +2.0% | -5.1% | -3.6% |
| 3M | +9.0% | -7.9% | +16.8% | +10.2% |
| 6M | +2.9% | +14.4% | -11.5% | -0.9% |
| YTD | +10.1% | +38.9% | -28.8% | +1.8% |
| 1Y | +22.8% | +65.9% | -43.1% | +8.9% |
| 3Y | +73.8% | +35.8% | +38.0% | +56.9% |
| 5Y | +99.2% | +43.3% | +55.8% | +75.1% |
| 10Y | +218.2% | +179.6% | +38.6% | +133.9% |
| All | +8,142.0% | +5,284.4% | +2,857.5% | +4,291.4% |
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