+118.1%
COF vs KNX
+34.6%
+83.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | -5.1% | -5.6% | +0.4% | -3.0% |
| 30D | -6.0% | -4.4% | -1.6% | -4.5% |
| 3M | +14.8% | -17.3% | +32.2% | +22.9% |
| 6M | +15.3% | +22.6% | -7.3% | +3.6% |
| YTD | -13.0% | +31.1% | -44.2% | -24.3% |
| 1Y | -5.7% | +60.2% | -65.9% | -25.7% |
| 3Y | +118.1% | +35.8% | +82.4% | +87.6% |
| All | +118.1% | +34.6% | +83.6% | +87.6% |
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 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