+35.8%
KNX vs XME
+122.1%
-86.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -5.6% | -4.2% | -1.4% | -4.1% |
| 30D | -4.4% | -2.7% | -1.7% | -3.6% |
| 3M | -17.3% | -3.9% | -13.4% | -16.4% |
| 6M | +22.6% | -1.0% | +23.6% | +21.0% |
| YTD | +31.1% | +9.8% | +21.3% | +22.0% |
| 1Y | +60.2% | +32.5% | +27.7% | +33.7% |
| 3Y | +35.8% | +124.3% | -88.6% | -16.7% |
| All | +35.8% | +122.1% | -86.3% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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