+10,970.7%
CSCO vs KNX
+5,045.1%
+5,925.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +0.9% |
| 7D | 0.0% | +2.3% | -2.4% | -0.7% |
| 30D | -10.7% | +0.5% | -11.2% | -11.0% |
| 3M | -8.7% | -14.1% | +5.4% | -5.5% |
| 6M | +44.9% | +19.8% | +25.1% | +37.7% |
| YTD | +44.1% | +32.7% | +11.4% | +33.1% |
| 1Y | +65.9% | +62.3% | +3.5% | +44.7% |
| 3Y | +109.0% | +36.8% | +72.2% | +86.4% |
| 5Y | +114.8% | +41.8% | +73.0% | +86.7% |
| 10Y | +377.3% | +169.7% | +207.7% | +237.9% |
| All | +10,970.7% | +5,045.1% | +5,925.6% | +4,346.6% |
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