+683.1%
CTAS vs KNX
+166.7%
+516.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +1.9% |
| 7D | +0.5% | -5.6% | +6.1% | +2.0% |
| 30D | -0.7% | -4.4% | +3.7% | +0.3% |
| 3M | +11.1% | -17.3% | +28.4% | +16.3% |
| 6M | +2.1% | +22.6% | -20.5% | -4.6% |
| YTD | +8.0% | +31.1% | -23.2% | -1.5% |
| 1Y | -0.5% | +60.2% | -60.7% | -14.9% |
| 3Y | +66.2% | +35.8% | +30.5% | +44.8% |
| 5Y | +109.2% | +38.9% | +70.3% | +76.9% |
| All | +683.1% | +166.7% | +516.4% | +428.6% |
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