+404.9%
CORZ vs KNX
+24.9%
+380.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -3.0% | -0.5% | -2.5% | -2.8% |
| 30D | -12.1% | +1.0% | -13.1% | -12.5% |
| 3M | -32.4% | -12.6% | -19.7% | -29.3% |
| 6M | +12.4% | +21.1% | -8.7% | +2.5% |
| YTD | +19.3% | +33.2% | -13.9% | +3.8% |
| 1Y | +8.6% | +67.8% | -59.2% | -16.3% |
| All | +404.9% | +24.9% | +380.1% | +338.0% |
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 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