+48.9%
CIEN vs KNX
+45.0%
+3.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -9.1% |
| 7D | -25.0% | +2.5% | -27.5% | -25.6% |
| 30D | -30.1% | -4.4% | -25.7% | -29.3% |
| 3M | -33.8% | -12.7% | -21.1% | -30.9% |
| 6M | -49.4% | +0.9% | -50.3% | -49.8% |
| YTD | +16.4% | +20.3% | -3.9% | +15.6% |
| 1Y | +48.9% | +40.9% | +7.9% | +48.5% |
| All | +48.9% | +45.0% | +3.9% | +48.5% |
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