+1,249.5%
CLS vs KNX
+36.7%
+1,212.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | +5.0% | -0.5% | +5.5% | +5.0% |
| 30D | +4.8% | +1.0% | +3.8% | +4.6% |
| 3M | -10.4% | -12.6% | +2.3% | -7.1% |
| 6M | +20.8% | +21.1% | -0.3% | +13.9% |
| YTD | +10.0% | +33.2% | -23.2% | +0.2% |
| 1Y | +28.5% | +67.8% | -39.3% | +7.4% |
| All | +1,249.5% | +36.7% | +1,212.8% | +1,056.1% |
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