+1,475.9%
XLK vs KNX
+1,889.3%
-413.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.7% |
| 7D | +0.2% | -5.6% | +5.8% | +1.7% |
| 30D | -0.6% | -4.4% | +3.8% | +0.4% |
| 3M | +2.6% | -17.3% | +19.9% | +7.4% |
| 6M | +34.0% | +22.6% | +11.3% | +26.1% |
| YTD | +30.7% | +31.1% | -0.5% | +20.4% |
| 1Y | +39.2% | +60.2% | -21.0% | +21.0% |
| 3Y | +120.4% | +35.8% | +84.7% | +95.8% |
| 5Y | +148.8% | +38.9% | +109.9% | +117.8% |
| 10Y | +803.3% | +166.5% | +636.8% | +541.4% |
| All | +1,475.9% | +1,889.3% | -413.4% | +592.0% |
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