+1,037.2%
XLE vs KNX
+1,971.8%
-934.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | 0.0% | +6.4% | -6.4% | -1.4% |
| 30D | +12.6% | +1.4% | +11.3% | +12.1% |
| 3M | +11.8% | -12.0% | +23.9% | +14.5% |
| 6M | +16.1% | +25.2% | -9.1% | +9.0% |
| YTD | +46.9% | +36.6% | +10.3% | +34.7% |
| 1Y | +53.3% | +67.6% | -14.3% | +33.2% |
| 3Y | +54.9% | +40.8% | +14.1% | +37.5% |
| 5Y | +225.7% | +43.3% | +182.4% | +182.5% |
| 10Y | +170.7% | +170.1% | +0.6% | +94.7% |
| All | +1,037.2% | +1,971.8% | -934.6% | +526.9% |
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 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