+802.1%
XLB vs KNX
+1,913.3%
-1,111.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.3% |
| 7D | -2.9% | +2.3% | -5.3% | -3.6% |
| 30D | -3.4% | +0.5% | -3.8% | -3.7% |
| 3M | +1.6% | -14.1% | +15.7% | +5.4% |
| 6M | +3.6% | +19.8% | -16.1% | -2.5% |
| YTD | +14.2% | +32.7% | -18.5% | +4.1% |
| 1Y | +15.6% | +62.3% | -46.7% | -1.0% |
| 3Y | +33.1% | +36.8% | -3.7% | +16.9% |
| 5Y | +35.0% | +41.8% | -6.7% | +15.8% |
| 10Y | +164.5% | +169.7% | -5.1% | +81.5% |
| All | +802.1% | +1,913.3% | -1,111.2% | +304.6% |
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