+6,651.5%
CME vs KNX
+923.9%
+5,727.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | -0.6% | +2.3% | -3.0% | -1.3% |
| 30D | +4.7% | +0.5% | +4.2% | +4.4% |
| 3M | +7.8% | -14.1% | +22.0% | +11.8% |
| 6M | -11.0% | +19.8% | -30.7% | -17.1% |
| YTD | +4.0% | +32.7% | -28.7% | -6.5% |
| 1Y | +9.1% | +62.3% | -53.2% | -8.5% |
| 3Y | +52.3% | +36.8% | +15.4% | +28.1% |
| 5Y | +76.1% | +41.8% | +34.3% | +41.7% |
| 10Y | +280.6% | +169.7% | +110.9% | +116.0% |
| All | +6,651.5% | +923.9% | +5,727.6% | +2,099.7% |
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