+35.0%
KNX vs CGNX
+19.2%
+15.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -10.5% | +5.9% | -2.9% |
| 7D | -2.7% | -19.5% | +16.7% | +0.6% |
| 30D | -8.0% | -28.4% | +20.4% | -3.2% |
| 3M | -15.8% | -32.7% | +17.0% | -10.7% |
| 6M | -3.0% | -19.0% | +16.1% | 0.0% |
| YTD | +14.7% | +32.6% | -17.8% | +7.3% |
| 1Y | +35.0% | +18.0% | +17.0% | +35.0% |
| All | +35.0% | +19.2% | +15.9% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling