+19.8%
KNX vs XPO
+0.1%
+19.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -0.4% |
| 7D | +2.3% | -0.9% | +3.3% | +3.1% |
| 30D | +0.5% | -8.1% | +8.6% | +7.3% |
| 3M | -14.1% | -19.0% | +4.9% | +1.0% |
| 6M | +19.8% | -5.2% | +24.9% | +23.4% |
| All | +19.8% | +0.1% | +19.7% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling