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  • CCJ vs KNX✓SelectedUSD · KNXCCJ vs KNX performance historyLatest closeAs of-2.98%09/10
Stock and ETF performance explorer

CCJ vs KNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,528.1%
KNX return
+4,256.3%
Excess return
-2,728.2%
Maximum drawdown
-87.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKNXExcessAlpha
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