+488.5%
CSX vs KNX
+170.9%
+317.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | -1.5% | +1.0% | -2.6% | -2.1% |
| 3M | +6.0% | -12.6% | +18.6% | +10.9% |
| 6M | +20.6% | +21.1% | -0.5% | +10.8% |
| YTD | +36.5% | +33.2% | +3.3% | +20.4% |
| 1Y | +55.0% | +67.8% | -12.8% | +23.9% |
| 3Y | +70.8% | +37.3% | +33.5% | +43.8% |
| 5Y | +69.6% | +41.1% | +28.5% | +38.3% |
| All | +488.5% | +170.9% | +317.6% | +276.0% |
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