+74.2%
XLF vs KNX
+34.6%
+39.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -1.5% | -5.6% | +4.1% | -0.4% |
| 30D | -1.2% | -4.4% | +3.3% | -0.4% |
| 3M | +9.2% | -17.3% | +26.5% | +13.0% |
| 6M | +16.3% | +22.6% | -6.3% | +10.0% |
| YTD | +5.4% | +31.1% | -25.7% | -2.1% |
| 1Y | +7.6% | +60.2% | -52.6% | -5.2% |
| 3Y | +74.2% | +35.8% | +38.5% | +60.1% |
| All | +74.2% | +34.6% | +39.6% | +60.1% |
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 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