+4,583.7%
CSX vs KNX
+5,284.4%
-700.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | -0.3% |
| 7D | -3.4% | +7.4% | -10.8% | -5.5% |
| 30D | -3.1% | +2.0% | -5.0% | -3.8% |
| 3M | +7.2% | -7.9% | +15.0% | +9.5% |
| 6M | +16.2% | +14.4% | +1.8% | +10.5% |
| YTD | +37.5% | +38.9% | -1.4% | +22.8% |
| 1Y | +53.2% | +65.9% | -12.7% | +28.7% |
| 3Y | +68.2% | +35.8% | +32.4% | +47.5% |
| 5Y | +65.2% | +43.3% | +21.9% | +40.6% |
| 10Y | +504.1% | +179.6% | +324.5% | +304.5% |
| All | +4,583.7% | +5,284.4% | -700.7% | +1,881.4% |
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