+3,458.4%
CLS vs KNX
+2,337.2%
+1,121.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +2.0% |
| 7D | +20.1% | +2.3% | +17.8% | +19.2% |
| 30D | +6.0% | +0.5% | +5.6% | +6.0% |
| 3M | -10.3% | -14.1% | +3.9% | -6.0% |
| 6M | +24.5% | +19.8% | +4.7% | +16.7% |
| YTD | +12.9% | +32.7% | -19.9% | +1.6% |
| 1Y | +36.7% | +62.3% | -25.6% | +14.0% |
| 3Y | +1,328.1% | +36.8% | +1,291.2% | +1,132.9% |
| 5Y | +3,682.3% | +41.8% | +3,640.6% | +3,077.4% |
| 10Y | +3,038.3% | +169.7% | +2,868.6% | +1,875.3% |
| All | +3,458.4% | +2,337.2% | +1,121.2% | +1,021.8% |
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