+72.4%
KNX vs CLBK
+64.7%
+7.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | +2.3% | -1.5% | +3.8% | +3.0% |
| 30D | +0.5% | +6.7% | -6.2% | -2.1% |
| 3M | -14.1% | +21.2% | -35.3% | -20.8% |
| 6M | +19.8% | +42.0% | -22.2% | +3.7% |
| YTD | +32.7% | +63.3% | -30.5% | +8.6% |
| 1Y | +62.3% | +65.4% | -3.1% | +31.8% |
| 3Y | +36.8% | +52.5% | -15.6% | +12.3% |
| 5Y | +41.8% | +42.0% | -0.2% | +13.7% |
| All | +72.4% | +64.7% | +7.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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