+199.5%
KNX vs XLRE
+109.5%
+90.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.0% |
| 7D | -5.6% | -1.2% | -4.4% | -4.9% |
| 30D | -4.4% | -2.4% | -2.0% | -3.1% |
| 3M | -17.3% | -2.5% | -14.8% | -16.1% |
| 6M | +22.6% | +4.0% | +18.7% | +19.7% |
| YTD | +31.1% | +9.3% | +21.9% | +24.4% |
| 1Y | +60.2% | +5.6% | +54.6% | +54.9% |
| 3Y | +35.8% | +31.3% | +4.5% | +16.0% |
| 5Y | +38.9% | +9.5% | +29.4% | +30.0% |
| 10Y | +166.5% | +89.0% | +77.5% | +86.8% |
| All | +199.5% | +109.5% | +90.0% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling