+1,528.1%
CCJ vs KNX
+4,256.3%
-2,728.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -1.3% | +1.0% | -2.3% | -1.6% |
| 3M | +2.5% | -12.6% | +15.2% | +5.1% |
| 6M | -18.9% | +21.1% | -40.0% | -22.5% |
| YTD | +6.5% | +33.2% | -26.7% | -0.3% |
| 1Y | +22.8% | +67.8% | -45.0% | +8.9% |
| 3Y | +164.5% | +37.3% | +127.2% | +139.3% |
| 5Y | +303.7% | +41.1% | +262.6% | +258.8% |
| 10Y | +1,064.0% | +170.6% | +893.4% | +765.9% |
| All | +1,528.1% | +4,256.3% | -2,728.2% | +796.8% |
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