+4,711.0%
KNX vs CLX
+1,473.3%
+3,237.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.4% |
| 7D | +2.3% | -4.9% | +7.3% | +3.4% |
| 30D | +0.5% | -15.8% | +16.3% | +4.2% |
| 3M | -14.1% | -7.9% | -6.2% | -12.9% |
| 6M | +19.8% | -19.0% | +38.8% | +24.6% |
| YTD | +32.7% | -7.9% | +40.7% | +34.1% |
| 1Y | +62.3% | -25.4% | +87.7% | +71.4% |
| 3Y | +36.8% | -35.0% | +71.9% | +47.8% |
| 5Y | +41.8% | -36.8% | +78.5% | +52.1% |
| 10Y | +169.7% | -1.4% | +171.1% | +157.6% |
| All | +4,711.0% | +1,473.3% | +3,237.7% | +3,147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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