+604.3%
CEG vs KNX
+24.8%
+579.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -4.8% | -5.6% | +0.8% | -3.5% |
| 30D | +2.3% | -4.4% | +6.7% | +3.3% |
| 3M | +15.6% | -17.3% | +32.9% | +20.5% |
| 6M | -5.0% | +22.6% | -27.6% | -11.0% |
| YTD | -19.0% | +31.1% | -50.2% | -26.0% |
| 1Y | -10.0% | +60.2% | -70.2% | -22.9% |
| 3Y | +163.9% | +35.8% | +128.2% | +128.4% |
| All | +604.3% | +24.8% | +579.6% | +503.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling