+38.7%
KNX vs XPO
+261.3%
-222.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -5.7% | +0.1% | -3.2% |
| 30D | -4.4% | -12.8% | +8.4% | +1.3% |
| 3M | -17.3% | -20.0% | +2.6% | -9.1% |
| 6M | +22.6% | -6.0% | +28.7% | +26.3% |
| YTD | +31.1% | +34.0% | -2.9% | +16.8% |
| 1Y | +60.2% | +35.6% | +24.7% | +41.5% |
| 3Y | +35.8% | +152.3% | -116.5% | -8.1% |
| All | +38.7% | +261.3% | -222.5% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling