+48.2%
CVX vs KNX
+34.6%
+13.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | +2.6% | -5.6% | +8.2% | +3.2% |
| 30D | +9.8% | -4.4% | +14.2% | +10.3% |
| 3M | +16.2% | -17.3% | +33.5% | +18.6% |
| 6M | +13.6% | +22.6% | -9.0% | +9.4% |
| YTD | +44.4% | +31.1% | +13.2% | +36.5% |
| 1Y | +40.6% | +60.2% | -19.6% | +27.1% |
| 3Y | +48.2% | +35.8% | +12.4% | +36.9% |
| All | +48.2% | +34.6% | +13.6% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling