+71.4%
XLC vs KNX
+34.6%
+36.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +0.5% | -5.6% | +6.1% | +1.5% |
| 30D | +2.1% | -4.4% | +6.5% | +2.8% |
| 3M | +0.7% | -17.3% | +18.0% | +3.8% |
| 6M | -3.2% | +22.6% | -25.8% | -7.5% |
| YTD | -3.8% | +31.1% | -34.9% | -9.5% |
| 1Y | -2.0% | +60.2% | -62.2% | -11.9% |
| 3Y | +71.4% | +35.8% | +35.6% | +58.9% |
| All | +71.4% | +34.6% | +36.8% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling