+322.1%
CORZ vs KNX
+15.4%
+306.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -0.3% |
| 7D | +23.5% | +9.2% | +14.2% | +19.4% |
| 30D | +7.5% | +0.9% | +6.5% | +7.3% |
| 3M | -26.6% | -12.7% | -13.9% | -22.9% |
| 6M | -39.5% | +7.3% | -46.8% | -42.1% |
| YTD | -0.3% | +23.1% | -23.4% | -10.8% |
| 1Y | -4.2% | +47.1% | -51.3% | -21.0% |
| All | +322.1% | +15.4% | +306.7% | +276.5% |
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