+3,154.0%
CLS vs KNX
+166.7%
+2,987.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.1% | +7.0% |
| 7D | +10.9% | -5.6% | +16.5% | +12.7% |
| 30D | +2.1% | -4.4% | +6.5% | +3.4% |
| 3M | -10.2% | -17.3% | +7.1% | -5.4% |
| 6M | +30.4% | +22.6% | +7.8% | +22.4% |
| YTD | +17.2% | +31.1% | -13.9% | +7.3% |
| 1Y | +41.0% | +60.2% | -19.2% | +20.7% |
| 3Y | +1,338.0% | +35.8% | +1,302.2% | +1,161.2% |
| 5Y | +3,860.6% | +38.9% | +3,821.7% | +3,313.3% |
| All | +3,154.0% | +166.7% | +2,987.2% | +2,126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling