+1,500.5%
CIEN vs KNX
+166.7%
+1,333.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +5.0% |
| 7D | +8.9% | -5.6% | +14.5% | +10.9% |
| 30D | -19.1% | -4.4% | -14.7% | -17.9% |
| 3M | -21.5% | -17.3% | -4.2% | -16.5% |
| 6M | +2.8% | +22.6% | -19.8% | -4.5% |
| YTD | +49.5% | +31.1% | +18.3% | +35.1% |
| 1Y | +163.8% | +60.2% | +103.6% | +121.3% |
| 3Y | +615.8% | +35.8% | +580.1% | +520.8% |
| 5Y | +548.4% | +38.9% | +509.5% | +450.9% |
| All | +1,500.5% | +166.7% | +1,333.7% | +1,019.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling