-7.1%
CMG vs KNX
+34.6%
-41.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -2.1% | -5.6% | +3.5% | -1.0% |
| 30D | +10.9% | -4.4% | +15.3% | +11.7% |
| 3M | +15.8% | -17.3% | +33.2% | +20.1% |
| 6M | +6.9% | +22.6% | -15.7% | +0.5% |
| YTD | -2.2% | +31.1% | -33.3% | -9.9% |
| 1Y | -7.1% | +60.2% | -67.3% | -18.9% |
| 3Y | -7.1% | +35.8% | -42.9% | -16.2% |
| All | -7.1% | +34.6% | -41.7% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling