+788.5%
XLK vs KNX
+166.7%
+621.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.8% |
| 7D | +0.2% | -5.6% | +5.8% | +1.9% |
| 30D | -0.6% | -4.4% | +3.8% | +0.6% |
| 3M | +2.6% | -17.3% | +19.9% | +8.2% |
| 6M | +34.0% | +22.6% | +11.3% | +24.8% |
| YTD | +30.7% | +31.1% | -0.5% | +18.6% |
| 1Y | +39.2% | +60.2% | -21.0% | +17.8% |
| 3Y | +120.4% | +35.8% | +84.7% | +91.0% |
| 5Y | +148.8% | +38.9% | +109.9% | +111.0% |
| All | +788.5% | +166.7% | +621.7% | +510.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling