+381.0%
KNX vs CG
+323.7%
+57.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -1.5% |
| 7D | +2.3% | -6.4% | +8.8% | +4.6% |
| 30D | +0.5% | -7.1% | +7.5% | +2.8% |
| 3M | -14.1% | -1.6% | -12.6% | -14.1% |
| 6M | +19.8% | -8.3% | +28.1% | +22.1% |
| YTD | +32.7% | -23.8% | +56.5% | +43.4% |
| 1Y | +62.3% | -28.7% | +91.1% | +78.5% |
| 3Y | +36.8% | +49.2% | -12.3% | +16.3% |
| 5Y | +41.8% | +5.5% | +36.2% | +28.8% |
| 10Y | +169.7% | +331.2% | -161.6% | +55.3% |
| All | +381.0% | +323.7% | +57.3% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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