+1,267.7%
XEL vs KNX
+4,983.8%
-3,716.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.3% |
| 7D | -0.3% | -5.6% | +5.3% | +0.3% |
| 30D | -3.9% | -4.4% | +0.5% | -3.6% |
| 3M | -2.8% | -17.3% | +14.5% | -1.2% |
| 6M | -5.4% | +22.6% | -28.0% | -7.6% |
| YTD | +3.8% | +31.1% | -27.4% | +0.4% |
| 1Y | +6.8% | +60.2% | -53.4% | +1.1% |
| 3Y | +45.6% | +35.8% | +9.8% | +38.6% |
| 5Y | +30.7% | +38.9% | -8.2% | +23.2% |
| 10Y | +151.7% | +166.5% | -14.8% | +117.6% |
| All | +1,267.7% | +4,983.8% | -3,716.1% | +928.5% |
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 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