+4,742.0%
CSX vs KNX
+4,545.5%
+196.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +0.7% | -1.1% | +1.8% | +1.0% |
| 30D | +8.1% | -3.7% | +11.7% | +9.2% |
| 3M | +2.2% | -9.3% | +11.5% | +4.9% |
| 6M | +14.6% | -2.5% | +17.1% | +14.4% |
| YTD | +42.2% | +19.8% | +22.4% | +32.6% |
| 1Y | +47.3% | +37.3% | +10.1% | +31.6% |
| 3Y | +73.5% | +29.5% | +44.1% | +54.8% |
| 5Y | +54.1% | +11.5% | +42.6% | +41.5% |
| 10Y | +409.0% | +106.0% | +303.0% | +272.4% |
| All | +4,742.0% | +4,545.5% | +196.5% | +2,039.2% |
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