+3,201.2%
CSGP vs KNX
+2,071.9%
+1,129.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.2% |
| 7D | -3.2% | -1.1% | -2.0% | -2.9% |
| 30D | +2.2% | -3.7% | +5.9% | +3.3% |
| 3M | -3.7% | -9.3% | +5.6% | -1.2% |
| 6M | -7.4% | -2.5% | -4.9% | -8.0% |
| YTD | -54.9% | +19.8% | -74.7% | -58.1% |
| 1Y | -54.9% | +37.3% | -92.1% | -59.9% |
| 3Y | -61.9% | +29.5% | -91.4% | -66.4% |
| 5Y | -63.1% | +11.5% | -74.6% | -66.5% |
| 10Y | +65.1% | +106.0% | -40.8% | +16.5% |
| All | +3,201.2% | +2,071.9% | +1,129.3% | +896.5% |
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 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