+67.3%
CSGP vs KNX
+117.9%
-50.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +0.9% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | +5.3% | -4.7% | +10.0% | +6.6% |
| 3M | +3.3% | -12.0% | +15.3% | +6.5% |
| 6M | -4.7% | -3.5% | -1.1% | -4.9% |
| YTD | -53.5% | +18.6% | -72.1% | -56.6% |
| 1Y | -53.7% | +34.3% | -88.0% | -58.3% |
| 3Y | -59.7% | +28.8% | -88.5% | -64.2% |
| 5Y | -62.5% | +9.6% | -72.1% | -65.8% |
| 10Y | +67.3% | +106.0% | -38.7% | +24.9% |
| All | +67.3% | +117.9% | -50.7% | +24.9% |
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