+65.9%
KNX vs XLRE
+9.1%
+56.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.2% |
| 7D | +7.4% | -1.2% | +8.6% | +8.1% |
| 30D | +2.0% | -2.8% | +4.8% | +3.6% |
| 3M | -7.9% | -0.2% | -7.7% | -7.8% |
| 6M | +14.4% | +1.9% | +12.4% | +12.3% |
| YTD | +38.9% | +10.6% | +28.3% | +31.0% |
| 1Y | +65.9% | +8.8% | +57.1% | +54.8% |
| All | +65.9% | +9.1% | +56.8% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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