+139.9%
XLC vs KNX
+80.9%
+59.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.1% |
| 7D | -1.4% | +2.3% | -3.7% | -2.1% |
| 30D | -0.9% | +0.5% | -1.4% | -1.2% |
| 3M | -0.3% | -14.1% | +13.8% | +3.3% |
| 6M | -5.2% | +19.8% | -24.9% | -10.8% |
| YTD | -5.3% | +32.7% | -38.0% | -13.8% |
| 1Y | -2.8% | +62.3% | -65.1% | -17.1% |
| 3Y | +71.2% | +36.8% | +34.4% | +49.1% |
| 5Y | +37.6% | +41.8% | -4.2% | +16.9% |
| All | +139.9% | +80.9% | +59.0% | +72.0% |
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