+327.4%
CLF vs KNX
+5,284.4%
-4,957.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +0.4% |
| 7D | +7.6% | +7.4% | +0.2% | +4.6% |
| 30D | -1.2% | +2.0% | -3.1% | -2.0% |
| 3M | -13.4% | -7.9% | -5.5% | -11.3% |
| 6M | +15.4% | +14.4% | +1.1% | +8.1% |
| YTD | -5.9% | +38.9% | -44.8% | -18.5% |
| 1Y | +18.8% | +65.9% | -47.1% | -4.4% |
| 3Y | -19.4% | +35.8% | -55.2% | -30.2% |
| 5Y | -47.7% | +43.3% | -91.1% | -55.8% |
| 10Y | +130.4% | +179.6% | -49.2% | +49.5% |
| All | +327.4% | +5,284.4% | -4,957.0% | +114.4% |
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 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