+52.9%
CL vs KNX
+170.9%
-118.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | -4.8% | +1.0% | -5.8% | -5.0% |
| 3M | -1.7% | -12.6% | +10.9% | -0.4% |
| 6M | -3.8% | +21.1% | -24.9% | -6.5% |
| YTD | +13.3% | +33.2% | -19.9% | +8.7% |
| 1Y | +8.3% | +67.8% | -59.5% | +0.8% |
| 3Y | +28.8% | +37.3% | -8.5% | +21.2% |
| 5Y | +28.5% | +41.1% | -12.5% | +18.9% |
| All | +52.9% | +170.9% | -118.0% | +30.8% |
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