+25.2%
CMS vs KNX
+41.0%
-15.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | +0.2% | +2.3% | -2.2% | 0.0% |
| 30D | -1.3% | +0.5% | -1.8% | -1.4% |
| 3M | -5.4% | -14.1% | +8.8% | -4.4% |
| 6M | -10.3% | +19.8% | -30.1% | -12.1% |
| YTD | -0.2% | +32.7% | -33.0% | -3.2% |
| 1Y | -0.9% | +62.3% | -63.2% | -5.9% |
| 3Y | +34.0% | +36.8% | -2.9% | +28.0% |
| All | +25.2% | +41.0% | -15.8% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling