+626.9%
CEG vs KNX
+26.3%
+600.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.1% |
| 7D | +1.3% | +2.3% | -1.0% | +0.8% |
| 30D | +8.8% | +0.5% | +8.4% | +8.6% |
| 3M | +17.0% | -14.1% | +31.1% | +20.8% |
| 6M | -8.7% | +19.8% | -28.5% | -13.9% |
| YTD | -16.4% | +32.7% | -49.2% | -23.8% |
| 1Y | -1.8% | +62.3% | -64.1% | -16.2% |
| 3Y | +175.8% | +36.8% | +139.0% | +138.4% |
| All | +626.9% | +26.3% | +600.7% | +520.8% |
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