+5,760.6%
CRM vs KNX
+647.9%
+5,112.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.6% |
| 7D | -4.4% | -5.6% | +1.1% | -2.2% |
| 30D | +28.1% | -4.4% | +32.5% | +30.1% |
| 3M | +48.8% | -17.3% | +66.1% | +59.3% |
| 6M | +28.3% | +22.6% | +5.6% | +15.3% |
| YTD | -6.0% | +31.1% | -37.2% | -18.6% |
| 1Y | +1.4% | +60.2% | -58.8% | -20.0% |
| 3Y | +11.8% | +35.8% | -23.9% | -8.9% |
| 5Y | -2.0% | +38.9% | -40.9% | -22.5% |
| 10Y | +239.6% | +166.5% | +73.2% | +77.4% |
| All | +5,760.6% | +647.9% | +5,112.7% | +1,228.7% |
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