+177.8%
XLE vs KNX
+166.7%
+11.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.7% |
| 7D | +1.7% | -5.6% | +7.3% | +2.9% |
| 30D | +6.7% | -4.4% | +11.1% | +7.6% |
| 3M | +14.9% | -17.3% | +32.2% | +19.3% |
| 6M | +15.9% | +22.6% | -6.7% | +9.1% |
| YTD | +47.7% | +31.1% | +16.6% | +36.1% |
| 1Y | +50.7% | +60.2% | -9.5% | +31.3% |
| 3Y | +57.9% | +35.8% | +22.1% | +40.1% |
| 5Y | +227.0% | +38.9% | +188.1% | +181.7% |
| All | +177.8% | +166.7% | +11.1% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling