+274.2%
CME vs KNX
+166.7%
+107.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.7% |
| 7D | -1.6% | -5.6% | +4.0% | -1.0% |
| 30D | +5.6% | -4.4% | +10.0% | +6.0% |
| 3M | +5.6% | -17.3% | +22.9% | +7.5% |
| 6M | -8.3% | +22.6% | -30.9% | -11.0% |
| YTD | +4.3% | +31.1% | -26.8% | +0.2% |
| 1Y | +9.1% | +60.2% | -51.1% | +1.8% |
| 3Y | +52.1% | +35.8% | +16.3% | +42.3% |
| 5Y | +79.7% | +38.9% | +40.8% | +64.9% |
| All | +274.2% | +166.7% | +107.5% | +198.3% |
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