+9,615.8%
CTAS vs KNX
+5,045.1%
+4,570.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.4% |
| 7D | +1.0% | +2.3% | -1.3% | +0.4% |
| 30D | -1.1% | +0.5% | -1.5% | -1.3% |
| 3M | +11.5% | -14.1% | +25.6% | +14.9% |
| 6M | +0.2% | +19.8% | -19.6% | -4.7% |
| YTD | +7.2% | +32.7% | -25.6% | -0.8% |
| 1Y | 0.0% | +62.3% | -62.3% | -12.1% |
| 3Y | +65.9% | +36.8% | +29.1% | +48.4% |
| 5Y | +109.6% | +41.8% | +67.8% | +83.7% |
| 10Y | +683.8% | +169.7% | +514.1% | +474.8% |
| All | +9,615.8% | +5,045.1% | +4,570.7% | +4,615.8% |
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