+40.1%
CSGP vs KNX
+171.0%
-130.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.4% |
| 7D | -5.1% | +6.4% | -11.5% | -6.7% |
| 30D | +0.3% | +1.4% | -1.1% | -0.2% |
| 3M | -9.1% | -12.0% | +2.9% | -6.6% |
| 6M | -37.3% | +25.2% | -62.4% | -41.7% |
| YTD | -54.9% | +36.6% | -91.5% | -59.3% |
| 1Y | -65.5% | +67.6% | -133.1% | -70.9% |
| 3Y | -63.3% | +40.8% | -104.1% | -68.1% |
| 5Y | -65.8% | +43.3% | -109.1% | -70.8% |
| 10Y | +40.1% | +170.1% | -130.0% | +2.4% |
| All | +40.1% | +171.0% | -130.9% | +2.4% |
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