+49.3%
CCL vs KNX
+34.6%
+14.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +2.0% |
| 7D | -3.2% | -5.6% | +2.4% | -0.3% |
| 30D | -17.8% | -4.4% | -13.4% | -16.0% |
| 3M | -18.7% | -17.3% | -1.3% | -10.8% |
| 6M | -11.4% | +22.6% | -34.0% | -21.6% |
| YTD | -24.3% | +31.1% | -55.5% | -35.3% |
| 1Y | -28.8% | +60.2% | -89.0% | -45.8% |
| 3Y | +49.3% | +35.8% | +13.6% | +20.6% |
| All | +49.3% | +34.6% | +14.8% | +20.6% |
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