+67.8%
CHYM vs KNX
+45.0%
+22.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.2% |
| 7D | +3.7% | +2.5% | +1.3% | +2.8% |
| 30D | +5.6% | -4.4% | +10.0% | +7.3% |
| 3M | +19.7% | -12.7% | +32.4% | +25.2% |
| 6M | +35.3% | +0.9% | +34.4% | +30.8% |
| YTD | +18.7% | +20.3% | -1.7% | -1.5% |
| 1Y | +67.8% | +40.9% | +26.9% | +19.6% |
| All | +67.8% | +45.0% | +22.9% | +19.6% |
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