+89.6%
CL vs KNX
+105.1%
-15.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.4% |
| 7D | +3.2% | +9.2% | -6.0% | +2.2% |
| 30D | +8.0% | +0.9% | +7.1% | +7.9% |
| 3M | +7.9% | -12.7% | +20.6% | +9.4% |
| 6M | +14.7% | +7.3% | +7.4% | +13.0% |
| YTD | +29.2% | +23.1% | +6.1% | +24.8% |
| 1Y | +29.5% | +47.1% | -17.5% | +22.4% |
| 3Y | +40.7% | +33.3% | +7.4% | +32.5% |
| 5Y | +43.9% | +12.1% | +31.7% | +37.0% |
| All | +89.6% | +105.1% | -15.5% | +62.1% |
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