+56.1%
CDE vs KNX
+166.7%
-110.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -3.1% | -5.6% | +2.5% | -1.2% |
| 30D | +9.5% | -4.4% | +13.9% | +10.9% |
| 3M | +25.5% | -17.3% | +42.8% | +33.3% |
| 6M | -7.9% | +22.6% | -30.5% | -15.1% |
| YTD | +15.6% | +31.1% | -15.6% | +4.0% |
| 1Y | +34.0% | +60.2% | -26.2% | +12.1% |
| 3Y | +791.9% | +35.8% | +756.2% | +674.9% |
| 5Y | +197.7% | +38.9% | +158.8% | +151.8% |
| All | +56.1% | +166.7% | -110.7% | +9.7% |
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