+34.0%
XLB vs KNX
+37.6%
-3.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -2.8% | -5.6% | +2.7% | -1.3% |
| 30D | -3.1% | -4.4% | +1.3% | -2.1% |
| 3M | -0.2% | -17.3% | +17.2% | +4.7% |
| 6M | +3.1% | +22.6% | -19.6% | -4.1% |
| YTD | +13.3% | +31.1% | -17.9% | +2.9% |
| 1Y | +12.0% | +60.2% | -48.2% | -5.1% |
| 3Y | +31.4% | +35.8% | -4.3% | +14.1% |
| All | +34.0% | +37.6% | -3.6% | +13.1% |
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 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