+55.6%
CSGP vs KNX
+98.5%
-42.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | -6.1% | +3.8% | -9.9% | -7.0% |
| 30D | +0.3% | -2.0% | +2.3% | +0.9% |
| 3M | -1.3% | -13.2% | +11.8% | +2.1% |
| 6M | -8.9% | +3.6% | -12.6% | -10.9% |
| YTD | -55.2% | +19.1% | -74.4% | -58.2% |
| 1Y | -56.4% | +39.5% | -95.9% | -61.1% |
| 3Y | -62.2% | +28.7% | -90.9% | -66.4% |
| 5Y | -63.7% | +8.5% | -72.2% | -66.8% |
| All | +55.6% | +98.5% | -42.9% | +18.8% |
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