+60.2%
KNX vs CGNX
+45.2%
+15.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.3% |
| 7D | -5.6% | +3.2% | -8.7% | -6.1% |
| 30D | -4.4% | +6.0% | -10.4% | -5.4% |
| 3M | -17.3% | +3.5% | -20.9% | -18.0% |
| 6M | +22.6% | +26.3% | -3.7% | +17.8% |
| YTD | +31.1% | +79.2% | -48.1% | +16.7% |
| 1Y | +60.2% | +43.8% | +16.4% | +48.7% |
| All | +60.2% | +45.2% | +15.1% | +48.7% |
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