+9,127.5%
QLD vs KNX
+411.6%
+8,715.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.4% | -2.0% |
| 7D | +0.6% | +7.4% | -6.8% | -3.9% |
| 30D | -0.1% | +2.0% | -2.1% | -1.6% |
| 3M | -8.4% | -7.9% | -0.5% | -4.1% |
| 6M | +32.2% | +14.4% | +17.8% | +18.8% |
| YTD | +28.9% | +38.9% | -10.0% | +1.2% |
| 1Y | +43.8% | +65.9% | -22.1% | -1.4% |
| 3Y | +176.6% | +35.8% | +140.8% | +106.3% |
| 5Y | +121.6% | +43.3% | +78.2% | +60.7% |
| 10Y | +1,652.9% | +179.6% | +1,473.3% | +619.7% |
| All | +9,127.5% | +411.6% | +8,715.8% | +1,981.7% |
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 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