+749.5%
CMS vs KNX
+5,284.4%
-4,535.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.6% |
| 7D | +0.4% | +7.4% | -7.0% | -0.4% |
| 30D | -3.6% | +2.0% | -5.6% | -3.9% |
| 3M | -1.9% | -7.9% | +6.0% | -1.2% |
| 6M | -11.0% | +14.4% | -25.3% | -12.8% |
| YTD | +0.2% | +38.9% | -38.7% | -4.1% |
| 1Y | -1.3% | +65.9% | -67.2% | -7.8% |
| 3Y | +35.9% | +35.8% | +0.1% | +28.4% |
| 5Y | +23.1% | +43.3% | -20.3% | +14.4% |
| 10Y | +117.9% | +179.6% | -61.7% | +82.3% |
| All | +749.5% | +5,284.4% | -4,535.0% | +505.5% |
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