+2,225.2%
CL vs KNX
+5,284.4%
-3,059.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.2% | -1.8% |
| 7D | -2.2% | +7.4% | -9.6% | -2.9% |
| 30D | -4.8% | +2.0% | -6.8% | -5.1% |
| 3M | +4.9% | -7.9% | +12.8% | +5.6% |
| 6M | -5.7% | +14.4% | -20.1% | -7.4% |
| YTD | +14.4% | +38.9% | -24.5% | +10.1% |
| 1Y | +8.7% | +65.9% | -57.1% | +2.6% |
| 3Y | +30.0% | +35.8% | -5.9% | +23.8% |
| 5Y | +28.4% | +43.3% | -15.0% | +20.6% |
| 10Y | +50.1% | +179.6% | -129.5% | +29.0% |
| All | +2,225.2% | +5,284.4% | -3,059.2% | +1,515.8% |
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 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