+122.0%
CSCO vs KNX
+37.6%
+84.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.7% |
| 7D | +2.7% | -5.6% | +8.3% | +4.1% |
| 30D | -9.5% | -4.4% | -5.1% | -8.6% |
| 3M | -7.6% | -17.3% | +9.7% | -3.4% |
| 6M | +44.9% | +22.6% | +22.3% | +36.8% |
| YTD | +47.7% | +31.1% | +16.5% | +36.7% |
| 1Y | +69.1% | +60.2% | +8.9% | +47.9% |
| 3Y | +113.5% | +35.8% | +77.8% | +90.4% |
| All | +122.0% | +37.6% | +84.4% | +93.2% |
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 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