+226.0%
XLE vs KNX
+41.5%
+184.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | +6.6% | +1.0% | +5.5% | +6.3% |
| 3M | +12.3% | -12.6% | +24.9% | +14.3% |
| 6M | +18.4% | +21.1% | -2.7% | +13.7% |
| YTD | +47.2% | +33.2% | +14.0% | +38.3% |
| 1Y | +50.3% | +67.8% | -17.5% | +34.1% |
| 3Y | +55.3% | +37.3% | +18.0% | +41.8% |
| 5Y | +226.0% | +41.1% | +184.9% | +194.7% |
| All | +226.0% | +41.5% | +184.5% | +194.7% |
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