+184.2%
QLD vs KNX
+39.7%
+144.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.5% |
| 7D | +3.0% | +6.4% | -3.4% | +0.3% |
| 30D | -1.8% | +1.4% | -3.2% | -2.5% |
| 3M | -1.8% | -12.0% | +10.2% | +3.3% |
| 6M | +36.9% | +25.2% | +11.7% | +23.3% |
| YTD | +28.7% | +36.6% | -7.9% | +10.8% |
| 1Y | +41.9% | +67.6% | -25.7% | +9.6% |
| 3Y | +184.2% | +40.8% | +143.4% | +143.7% |
| All | +184.2% | +39.7% | +144.5% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling