+35.8%
KNX vs XHB
+23.1%
+12.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.6% |
| 7D | -5.6% | -4.6% | -0.9% | -2.6% |
| 30D | -4.4% | -9.1% | +4.7% | +1.8% |
| 3M | -17.3% | -8.6% | -8.8% | -12.9% |
| 6M | +22.6% | -4.0% | +26.7% | +24.5% |
| YTD | +31.1% | -3.9% | +35.1% | +33.2% |
| 1Y | +60.2% | -16.5% | +76.7% | +78.8% |
| 3Y | +35.8% | +22.6% | +13.2% | +15.9% |
| All | +35.8% | +23.1% | +12.7% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling