+1,502.1%
QLD vs KNX
+105.1%
+1,397.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -4.3% |
| 7D | +7.0% | +9.2% | -2.2% | +1.9% |
| 30D | -14.3% | +0.9% | -15.2% | -14.8% |
| 3M | -16.0% | -12.7% | -3.3% | -9.9% |
| 6M | -14.2% | +7.3% | -21.6% | -18.9% |
| YTD | +12.8% | +23.1% | -10.3% | -2.8% |
| 1Y | +14.1% | +47.1% | -33.0% | -11.7% |
| 3Y | +146.0% | +33.3% | +112.7% | +92.8% |
| 5Y | +82.0% | +12.1% | +69.9% | +57.1% |
| All | +1,502.1% | +105.1% | +1,397.1% | +870.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling