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  • CLS vs KNX✓SelectedUSD · KNXCLS vs KNX performance historyLatest closeAs of+1.10%09/09
Stock and ETF performance explorer

CLS vs KNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,458.4%
KNX return
+2,337.2%
Excess return
+1,121.2%
Maximum drawdown
-96.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKNXExcessAlpha
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