+179.3%
COR vs KNX
+37.6%
+141.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -2.8% | -5.6% | +2.7% | -2.7% |
| 30D | +2.6% | -4.4% | +7.0% | +2.6% |
| 3M | +14.5% | -17.3% | +31.8% | +15.0% |
| 6M | -7.8% | +22.6% | -30.4% | -8.7% |
| YTD | -4.2% | +31.1% | -35.4% | -5.5% |
| 1Y | +7.0% | +60.2% | -53.2% | +4.5% |
| 3Y | +85.5% | +35.8% | +49.8% | +82.5% |
| All | +179.3% | +37.6% | +141.7% | +167.6% |
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 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