+2,525.6%
CL vs KNX
+4,671.9%
-2,146.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.5% |
| 7D | +3.2% | +9.2% | -6.0% | +2.3% |
| 30D | +8.0% | +0.9% | +7.1% | +7.9% |
| 3M | +7.9% | -12.7% | +20.6% | +9.2% |
| 6M | +14.7% | +7.3% | +7.4% | +13.4% |
| YTD | +29.2% | +23.1% | +6.1% | +25.7% |
| 1Y | +29.5% | +47.1% | -17.5% | +23.8% |
| 3Y | +40.7% | +33.3% | +7.4% | +34.2% |
| 5Y | +43.9% | +12.1% | +31.7% | +38.5% |
| 10Y | +87.2% | +106.9% | -19.6% | +65.6% |
| All | +2,525.6% | +4,671.9% | -2,146.2% | +1,744.6% |
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