-9.6%
CCI vs KNX
+34.6%
-44.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | -0.3% | -5.6% | +5.3% | +0.2% |
| 30D | +2.2% | -4.4% | +6.6% | +2.6% |
| 3M | -16.9% | -17.3% | +0.4% | -15.7% |
| 6M | -11.5% | +22.6% | -34.2% | -13.6% |
| YTD | -12.8% | +31.1% | -44.0% | -15.4% |
| 1Y | -17.1% | +60.2% | -77.3% | -21.3% |
| 3Y | -9.6% | +35.8% | -45.4% | -10.3% |
| All | -9.6% | +34.6% | -44.2% | -10.3% |
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