-29.6%
CLS vs KNX
+45.0%
-74.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.7% | -8.3% | -8.9% |
| 7D | -21.1% | +2.5% | -23.6% | -21.6% |
| 30D | -38.2% | -4.4% | -33.8% | -37.7% |
| 3M | -36.3% | -12.7% | -23.6% | -34.7% |
| 6M | -43.8% | +0.9% | -44.7% | -43.0% |
| YTD | -20.0% | +20.3% | -40.4% | -17.4% |
| 1Y | -29.6% | +40.9% | -70.5% | -24.0% |
| All | -29.6% | +45.0% | -74.6% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling