+17,047.2%
COR vs KNX
+5,628.6%
+11,418.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | 0.0% |
| 7D | -3.9% | +2.3% | -6.2% | -4.2% |
| 30D | -0.3% | +0.5% | -0.8% | -0.6% |
| 3M | +15.9% | -14.1% | +30.0% | +18.1% |
| 6M | -10.3% | +19.8% | -30.0% | -13.5% |
| YTD | -3.7% | +32.7% | -36.4% | -8.8% |
| 1Y | +9.1% | +62.3% | -53.2% | -0.4% |
| 3Y | +86.6% | +36.8% | +49.7% | +71.5% |
| 5Y | +180.9% | +41.8% | +139.2% | +153.0% |
| 10Y | +407.4% | +169.7% | +237.8% | +300.1% |
| All | +17,047.2% | +5,628.6% | +11,418.6% | +8,369.3% |
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