+28.7%
CL vs KNX
+41.0%
-12.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.2% |
| 7D | -2.3% | +2.3% | -4.6% | -2.5% |
| 30D | -5.5% | +0.5% | -6.0% | -5.6% |
| 3M | +0.8% | -14.1% | +15.0% | +2.0% |
| 6M | -4.2% | +19.8% | -24.0% | -6.3% |
| YTD | +13.4% | +32.7% | -19.3% | +9.8% |
| 1Y | +7.1% | +62.3% | -55.3% | +1.5% |
| 3Y | +29.0% | +36.8% | -7.8% | +23.0% |
| All | +28.7% | +41.0% | -12.2% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling