+161.0%
CIEN vs KNX
+2,887.5%
-2,726.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | +0.1% |
| 7D | -4.6% | +2.3% | -6.9% | -5.6% |
| 30D | -12.8% | +0.5% | -13.3% | -12.9% |
| 3M | -23.1% | -14.1% | -8.9% | -18.9% |
| 6M | +6.1% | +19.8% | -13.7% | -1.3% |
| YTD | +44.5% | +32.7% | +11.8% | +28.8% |
| 1Y | +176.6% | +62.3% | +114.3% | +127.0% |
| 3Y | +601.0% | +36.8% | +564.1% | +499.4% |
| 5Y | +509.1% | +41.8% | +467.4% | +405.8% |
| 10Y | +1,460.5% | +169.7% | +1,290.8% | +840.4% |
| All | +161.0% | +2,887.5% | -2,726.5% | -16.3% |
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