+65.4%
KNX vs XHB
-9.3%
+74.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.9% |
| 7D | +7.1% | -1.3% | +8.4% | +7.9% |
| 30D | +1.7% | -6.9% | +8.5% | +6.1% |
| 3M | -8.1% | -1.3% | -6.9% | -8.3% |
| 6M | +14.0% | -6.8% | +20.8% | +18.6% |
| YTD | +38.5% | +0.7% | +37.8% | +37.4% |
| 1Y | +65.4% | -11.2% | +76.7% | +71.1% |
| All | +65.4% | -9.3% | +74.7% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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