+122.5%
QLD vs KNX
+38.8%
+83.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +1.0% |
| 7D | +1.9% | +2.3% | -0.4% | +0.4% |
| 30D | -1.8% | +0.5% | -2.3% | -2.3% |
| 3M | -0.1% | -14.1% | +14.1% | +8.6% |
| 6M | +32.6% | +19.8% | +12.8% | +16.7% |
| YTD | +27.9% | +32.7% | -4.8% | +4.3% |
| 1Y | +40.3% | +62.3% | -22.1% | -1.8% |
| 3Y | +182.5% | +36.8% | +145.6% | +109.6% |
| 5Y | +122.5% | +41.8% | +80.8% | +60.5% |
| All | +122.5% | +38.8% | +83.7% | +60.5% |
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