+699.2%
KNX vs XPO
+9,736.1%
-9,036.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.5% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | +1.0% | -10.4% | +11.4% | +3.1% |
| 3M | -12.6% | -15.7% | +3.0% | -9.8% |
| 6M | +21.1% | -6.3% | +27.4% | +22.9% |
| YTD | +33.2% | +34.2% | -1.0% | +26.9% |
| 1Y | +67.8% | +39.9% | +27.8% | +58.6% |
| 3Y | +37.3% | +155.2% | -117.9% | +16.8% |
| 5Y | +41.1% | +264.7% | -223.6% | +11.3% |
| 10Y | +170.6% | +1,500.1% | -1,329.4% | +77.0% |
| All | +699.2% | +9,736.1% | -9,036.9% | +378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling