+379.9%
CSCO vs KNX
+166.7%
+213.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.8% |
| 7D | +2.7% | -5.6% | +8.3% | +4.2% |
| 30D | -9.5% | -4.4% | -5.1% | -8.6% |
| 3M | -7.6% | -17.3% | +9.7% | -3.2% |
| 6M | +44.9% | +22.6% | +22.3% | +36.3% |
| YTD | +47.7% | +31.1% | +16.5% | +35.9% |
| 1Y | +69.1% | +60.2% | +8.9% | +46.3% |
| 3Y | +113.5% | +35.8% | +77.8% | +88.7% |
| 5Y | +122.8% | +38.9% | +83.8% | +91.6% |
| All | +379.9% | +166.7% | +213.2% | +237.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling