+5,315.8%
CI vs KNX
+5,194.7%
+121.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.5% |
| 7D | -2.0% | +6.4% | -8.4% | -3.0% |
| 30D | -1.8% | +1.4% | -3.2% | -2.1% |
| 3M | -4.2% | -12.0% | +7.8% | -2.5% |
| 6M | +2.7% | +25.2% | -22.5% | -2.0% |
| YTD | +1.9% | +36.6% | -34.7% | -4.4% |
| 1Y | -6.3% | +67.6% | -73.8% | -15.3% |
| 3Y | +3.9% | +40.8% | -37.0% | -5.2% |
| 5Y | +41.9% | +43.3% | -1.5% | +27.4% |
| 10Y | +140.4% | +170.1% | -29.7% | +88.5% |
| All | +5,315.8% | +5,194.7% | +121.1% | +3,187.7% |
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 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