+159.4%
CCJ vs KNX
+34.6%
+124.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.5% |
| 7D | -4.0% | -5.6% | +1.6% | -3.3% |
| 30D | -2.4% | -4.4% | +2.0% | -1.8% |
| 3M | -2.3% | -17.3% | +15.0% | -0.1% |
| 6M | -16.2% | +22.6% | -38.8% | -18.6% |
| YTD | +5.7% | +31.1% | -25.5% | +2.2% |
| 1Y | +21.3% | +60.2% | -39.0% | +14.6% |
| 3Y | +159.4% | +35.8% | +123.6% | +156.3% |
| All | +159.4% | +34.6% | +124.8% | +156.3% |
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