+386.3%
KNX vs XME
+244.0%
+142.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +2.3% | -0.2% | +2.6% | +2.4% |
| 30D | +0.5% | +1.4% | -0.9% | -0.2% |
| 3M | -14.1% | +2.7% | -16.9% | -15.5% |
| 6M | +19.8% | +6.5% | +13.3% | +15.4% |
| YTD | +32.7% | +15.2% | +17.5% | +23.4% |
| 1Y | +62.3% | +43.5% | +18.8% | +37.9% |
| 3Y | +36.8% | +135.9% | -99.0% | -4.6% |
| 5Y | +41.8% | +181.5% | -139.7% | -10.2% |
| 10Y | +169.7% | +436.9% | -267.2% | +26.1% |
| All | +386.3% | +244.0% | +142.3% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling