+43.4%
XLK vs KNX
+68.2%
-24.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | 0.0% |
| 7D | +0.9% | +7.4% | -6.5% | -0.4% |
| 30D | +0.7% | +2.0% | -1.2% | +0.4% |
| 3M | -2.9% | -7.9% | +4.9% | -1.9% |
| 6M | +34.3% | +14.4% | +19.9% | +30.9% |
| YTD | +30.4% | +38.9% | -8.5% | +25.2% |
| 1Y | +43.4% | +65.9% | -22.5% | +35.4% |
| All | +43.4% | +68.2% | -24.8% | +35.4% |
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