-2.7%
CEG vs KNX
+67.7%
-70.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +4.7% |
| 7D | +8.0% | +7.1% | +1.0% | +7.7% |
| 30D | +12.9% | +1.7% | +11.3% | +12.8% |
| 3M | +13.2% | -8.1% | +21.3% | +13.6% |
| 6M | -7.0% | +14.0% | -21.0% | -8.8% |
| YTD | -15.0% | +38.5% | -53.5% | -16.6% |
| 1Y | -2.7% | +65.4% | -68.1% | -6.9% |
| All | -2.7% | +67.7% | -70.4% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling