+147.9%
OXY vs KNX
+37.6%
+110.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +2.8% | -5.6% | +8.4% | +3.8% |
| 30D | +5.5% | -4.4% | +9.9% | +6.1% |
| 3M | +11.3% | -17.3% | +28.6% | +14.7% |
| 6M | +11.6% | +22.6% | -11.0% | +5.9% |
| YTD | +51.6% | +31.1% | +20.4% | +40.8% |
| 1Y | +36.2% | +60.2% | -24.0% | +19.8% |
| 3Y | +1.7% | +35.8% | -34.0% | -9.0% |
| All | +147.9% | +37.6% | +110.3% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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