+261.5%
CCL vs KNX
+5,045.1%
-4,783.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.7% | -1.2% |
| 7D | -4.4% | +2.3% | -6.7% | -5.1% |
| 30D | -18.2% | +0.5% | -18.7% | -18.4% |
| 3M | -17.7% | -14.1% | -3.6% | -13.8% |
| 6M | -13.0% | +19.8% | -32.8% | -18.3% |
| YTD | -24.5% | +32.7% | -57.2% | -31.3% |
| 1Y | -26.9% | +62.3% | -89.3% | -37.9% |
| 3Y | +50.8% | +36.8% | +13.9% | +34.0% |
| 5Y | -0.9% | +41.8% | -42.7% | -12.1% |
| 10Y | -41.7% | +169.7% | -211.3% | -58.6% |
| All | +261.5% | +5,045.1% | -4,783.6% | +59.5% |
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