+5,555.9%
COF vs KNX
+4,592.7%
+963.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | -5.1% | -5.6% | +0.4% | -3.2% |
| 30D | -6.0% | -4.4% | -1.6% | -4.6% |
| 3M | +14.8% | -17.3% | +32.2% | +22.2% |
| 6M | +15.3% | +22.6% | -7.3% | +5.5% |
| YTD | -13.0% | +31.1% | -44.2% | -22.5% |
| 1Y | -5.7% | +60.2% | -65.9% | -22.6% |
| 3Y | +118.1% | +35.8% | +82.4% | +87.3% |
| 5Y | +46.2% | +38.9% | +7.3% | +23.5% |
| 10Y | +246.1% | +166.5% | +79.6% | +121.7% |
| All | +5,555.9% | +4,592.7% | +963.2% | +2,052.3% |
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