+322.0%
CMG vs KNX
+166.7%
+155.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -2.1% | -5.6% | +3.5% | -0.9% |
| 30D | +10.9% | -4.4% | +15.3% | +11.8% |
| 3M | +15.8% | -17.3% | +33.2% | +20.1% |
| 6M | +6.9% | +22.6% | -15.7% | +1.0% |
| YTD | -2.2% | +31.1% | -33.3% | -9.2% |
| 1Y | -7.1% | +60.2% | -67.3% | -17.8% |
| 3Y | -7.1% | +35.8% | -42.9% | -16.4% |
| 5Y | -4.8% | +38.9% | -43.7% | -15.6% |
| All | +322.0% | +166.7% | +155.3% | +210.0% |
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