+1,056.5%
CCJ vs KNX
+166.7%
+889.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.4% |
| 7D | -4.0% | -5.6% | +1.6% | -2.9% |
| 30D | -2.4% | -4.4% | +2.0% | -1.5% |
| 3M | -2.3% | -17.3% | +15.0% | +1.3% |
| 6M | -16.2% | +22.6% | -38.8% | -20.2% |
| YTD | +5.7% | +31.1% | -25.5% | -0.8% |
| 1Y | +21.3% | +60.2% | -39.0% | +8.4% |
| 3Y | +159.4% | +35.8% | +123.6% | +134.6% |
| 5Y | +300.7% | +38.9% | +261.7% | +255.1% |
| All | +1,056.5% | +166.7% | +889.7% | +787.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling