-42.6%
CCL vs KNX
+166.7%
-209.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +2.0% |
| 7D | -3.2% | -5.6% | +2.4% | -0.6% |
| 30D | -17.8% | -4.4% | -13.4% | -16.2% |
| 3M | -18.7% | -17.3% | -1.3% | -11.6% |
| 6M | -11.4% | +22.6% | -34.0% | -20.4% |
| YTD | -24.3% | +31.1% | -55.5% | -34.1% |
| 1Y | -28.8% | +60.2% | -89.0% | -44.1% |
| 3Y | +49.3% | +35.8% | +13.6% | +24.0% |
| 5Y | +1.6% | +38.9% | -37.3% | -15.8% |
| All | -42.6% | +166.7% | -209.4% | -60.2% |
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