+3,860.6%
CLS vs KNX
+37.6%
+3,823.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.1% | +7.1% |
| 7D | +10.9% | -5.6% | +16.5% | +13.0% |
| 30D | +2.1% | -4.4% | +6.5% | +3.6% |
| 3M | -10.2% | -17.3% | +7.1% | -4.7% |
| 6M | +30.4% | +22.6% | +7.8% | +21.1% |
| YTD | +17.2% | +31.1% | -13.9% | +5.6% |
| 1Y | +41.0% | +60.2% | -19.2% | +16.9% |
| 3Y | +1,338.0% | +35.8% | +1,302.2% | +1,117.9% |
| All | +3,860.6% | +37.6% | +3,823.0% | +3,283.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling