+3,264.4%
CSGP vs KNX
+2,417.4%
+847.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.2% | -3.5% |
| 7D | -4.1% | +7.4% | -11.4% | -6.1% |
| 30D | +2.3% | +2.0% | +0.4% | +1.5% |
| 3M | -8.2% | -7.9% | -0.3% | -6.6% |
| 6M | -35.1% | +14.4% | -49.4% | -38.6% |
| YTD | -54.0% | +38.9% | -92.9% | -59.1% |
| 1Y | -65.3% | +65.9% | -131.2% | -71.0% |
| 3Y | -62.6% | +35.8% | -98.4% | -67.5% |
| 5Y | -64.8% | +43.3% | -108.2% | -70.4% |
| 10Y | +45.1% | +179.6% | -134.5% | -6.6% |
| All | +3,264.4% | +2,417.4% | +847.0% | +873.6% |
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