-63.2%
CSGP vs KNX
+7.1%
-70.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -4.2% |
| 7D | +1.3% | -3.9% | +5.1% | +2.4% |
| 30D | +10.7% | -8.2% | +18.9% | +13.4% |
| 3M | +3.3% | -15.4% | +18.7% | +7.8% |
| 6M | -10.3% | -8.6% | -1.7% | -9.4% |
| YTD | -54.6% | +12.7% | -67.3% | -57.4% |
| 1Y | -54.6% | +33.4% | -88.0% | -59.9% |
| 3Y | -60.3% | +19.6% | -80.0% | -64.9% |
| All | -63.2% | +7.1% | -70.3% | -67.5% |
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