+55.6%
CSX vs KNX
+11.2%
+44.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +0.7% | -1.1% | +1.8% | +1.1% |
| 30D | +8.1% | -3.7% | +11.7% | +9.4% |
| 3M | +2.2% | -9.3% | +11.5% | +5.4% |
| 6M | +14.6% | -2.5% | +17.1% | +14.2% |
| YTD | +42.2% | +19.8% | +22.4% | +30.1% |
| 1Y | +47.3% | +37.3% | +10.1% | +27.6% |
| 3Y | +73.5% | +29.5% | +44.1% | +49.3% |
| All | +55.6% | +11.2% | +44.4% | +39.0% |
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 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