-34.1%
CORZ vs KNX
-8.0%
-26.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -0.2% |
| 7D | +8.4% | +7.4% | +1.0% | +8.2% |
| 30D | -17.8% | +2.0% | -19.8% | -18.6% |
| All | -34.1% | -8.0% | -26.1% | -34.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling