+420.1%
CORZ vs KNX
+30.2%
+389.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -1.5% |
| 7D | +8.4% | +7.4% | +1.0% | +5.5% |
| 30D | -17.8% | +2.0% | -19.8% | -18.4% |
| 3M | -35.9% | -7.9% | -28.0% | -34.3% |
| 6M | +12.9% | +14.4% | -1.4% | +5.5% |
| YTD | +22.9% | +38.9% | -16.0% | +5.3% |
| 1Y | +31.4% | +65.9% | -34.5% | +2.4% |
| All | +420.1% | +30.2% | +389.8% | +344.2% |
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