+20.7%
XLK vs KNX
+45.0%
-24.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -7.6% | +2.5% | -10.1% | -8.0% |
| 30D | -12.2% | -4.4% | -7.7% | -11.5% |
| 3M | -5.5% | -12.7% | +7.2% | -3.1% |
| 6M | +9.2% | +0.9% | +8.3% | +9.5% |
| YTD | +23.0% | +20.3% | +2.7% | +19.3% |
| 1Y | +20.7% | +40.9% | -20.2% | +14.3% |
| All | +20.7% | +45.0% | -24.2% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling