+116.0%
CMS vs KNX
+166.7%
-50.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.6% |
| 7D | -1.9% | -5.6% | +3.7% | -1.3% |
| 30D | -4.1% | -4.4% | +0.3% | -3.7% |
| 3M | -7.1% | -17.3% | +10.2% | -5.4% |
| 6M | -10.1% | +22.6% | -32.7% | -12.5% |
| YTD | -1.7% | +31.1% | -32.9% | -5.3% |
| 1Y | -3.4% | +60.2% | -63.6% | -9.4% |
| 3Y | +31.6% | +35.8% | -4.2% | +24.3% |
| 5Y | +23.3% | +38.9% | -15.6% | +14.7% |
| All | +116.0% | +166.7% | -50.7% | +89.6% |
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