+332.6%
CLF vs KNX
+4,671.9%
-4,339.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -4.5% |
| 7D | +10.4% | +9.2% | +1.2% | +6.8% |
| 30D | +0.6% | +0.9% | -0.4% | +0.1% |
| 3M | +4.1% | -12.7% | +16.8% | +9.3% |
| 6M | +15.1% | +7.3% | +7.8% | +10.4% |
| YTD | -4.7% | +23.1% | -27.8% | -13.9% |
| 1Y | +20.4% | +47.1% | -26.7% | +1.5% |
| 3Y | -23.4% | +33.3% | -56.6% | -33.0% |
| 5Y | -43.3% | +12.1% | -55.4% | -47.5% |
| 10Y | +80.5% | +106.9% | -26.4% | +29.8% |
| All | +332.6% | +4,671.9% | -4,339.3% | +126.5% |
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