-14.2%
CLF vs KNX
+36.2%
-50.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.2% |
| 7D | -2.7% | +2.3% | -5.0% | -3.9% |
| 30D | -3.2% | +0.5% | -3.7% | -3.6% |
| 3M | -5.0% | -14.1% | +9.2% | +2.0% |
| 6M | +26.6% | +19.8% | +6.8% | +11.1% |
| YTD | -9.0% | +32.7% | -41.7% | -25.5% |
| 1Y | +11.8% | +62.3% | -50.5% | -20.4% |
| All | -14.2% | +36.2% | -50.4% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling