+38.7%
KNX vs CGNX
-25.4%
+64.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.7% |
| 7D | -5.6% | +3.2% | -8.7% | -6.4% |
| 30D | -4.4% | +6.0% | -10.4% | -6.1% |
| 3M | -17.3% | +3.5% | -20.9% | -18.8% |
| 6M | +22.6% | +26.3% | -3.7% | +13.5% |
| YTD | +31.1% | +79.2% | -48.1% | +6.9% |
| 1Y | +60.2% | +43.8% | +16.4% | +38.8% |
| 3Y | +35.8% | +52.0% | -16.2% | +9.6% |
| All | +38.7% | -25.4% | +64.1% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling