+4,013.6%
CMG vs KNX
+339.4%
+3,674.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -2.1% | -5.6% | +3.5% | -0.2% |
| 30D | +10.9% | -4.4% | +15.3% | +12.3% |
| 3M | +15.8% | -17.3% | +33.2% | +22.3% |
| 6M | +6.9% | +22.6% | -15.7% | -2.0% |
| YTD | -2.2% | +31.1% | -33.3% | -12.8% |
| 1Y | -7.1% | +60.2% | -67.3% | -23.1% |
| 3Y | -7.1% | +35.8% | -42.9% | -21.4% |
| 5Y | -4.8% | +38.9% | -43.7% | -21.7% |
| 10Y | +324.3% | +166.5% | +157.9% | +140.3% |
| All | +4,013.6% | +339.4% | +3,674.3% | +1,394.0% |
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 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