+37.1%
QLD vs KNX
+63.7%
-26.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -3.3% | +1.0% | -4.3% | -3.6% |
| 3M | +1.8% | -12.6% | +14.5% | +5.4% |
| 6M | +29.7% | +21.1% | +8.6% | +23.7% |
| YTD | +25.1% | +33.2% | -8.1% | +17.4% |
| 1Y | +37.1% | +67.8% | -30.7% | +24.1% |
| All | +37.1% | +63.7% | -26.5% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling