+1,097.3%
XLI vs KNX
+1,889.3%
-792.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -1.7% | -5.6% | +3.9% | -0.1% |
| 30D | -7.3% | -4.4% | -2.9% | -6.2% |
| 3M | -1.3% | -17.3% | +16.0% | +3.4% |
| 6M | +2.2% | +22.6% | -20.4% | -4.2% |
| YTD | +11.7% | +31.1% | -19.4% | +2.4% |
| 1Y | +14.3% | +60.2% | -45.9% | -1.5% |
| 3Y | +70.3% | +35.8% | +34.6% | +50.5% |
| 5Y | +82.3% | +38.9% | +43.4% | +57.8% |
| 10Y | +258.4% | +166.5% | +92.0% | +149.7% |
| All | +1,097.3% | +1,889.3% | -792.0% | +453.5% |
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