+28.3%
CRM vs KNX
+20.5%
+7.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +1.9% |
| 7D | -4.4% | -5.6% | +1.1% | -4.6% |
| 30D | +28.1% | -4.4% | +32.5% | +28.1% |
| 3M | +48.8% | -17.3% | +66.1% | +48.5% |
| 6M | +28.3% | +22.6% | +5.6% | +33.9% |
| All | +28.3% | +20.5% | +7.8% | +33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling