+4,653.7%
KNX vs CGNX
+3,065.7%
+1,588.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.4% |
| 7D | -5.6% | +3.2% | -8.7% | -6.3% |
| 30D | -4.4% | +6.0% | -10.4% | -5.7% |
| 3M | -17.3% | +3.5% | -20.9% | -18.4% |
| 6M | +22.6% | +26.3% | -3.7% | +15.6% |
| YTD | +31.1% | +79.2% | -48.1% | +12.7% |
| 1Y | +60.2% | +43.8% | +16.4% | +43.7% |
| 3Y | +35.8% | +52.0% | -16.2% | +17.7% |
| 5Y | +38.9% | -24.0% | +63.0% | +36.5% |
| 10Y | +166.5% | +189.1% | -22.6% | +91.6% |
| All | +4,653.7% | +3,065.7% | +1,588.0% | +1,975.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling