+1,507.2%
OXY vs KNX
+4,983.8%
-3,476.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +2.8% | -5.6% | +8.4% | +4.0% |
| 30D | +5.5% | -4.4% | +9.9% | +6.2% |
| 3M | +11.3% | -17.3% | +28.6% | +15.0% |
| 6M | +11.6% | +22.6% | -11.0% | +5.9% |
| YTD | +51.6% | +31.1% | +20.4% | +41.3% |
| 1Y | +36.2% | +60.2% | -24.0% | +21.3% |
| 3Y | +1.7% | +35.8% | -34.0% | -7.8% |
| 5Y | +164.5% | +38.9% | +125.6% | +135.7% |
| 10Y | +6.1% | +166.5% | -160.4% | -18.8% |
| All | +1,507.2% | +4,983.8% | -3,476.5% | +899.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling