+559.9%
XLP vs KNX
+1,707.3%
-1,147.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -0.2% | +3.8% | -4.0% | -0.7% |
| 30D | +8.2% | -2.0% | +10.2% | +8.4% |
| 3M | +7.7% | -13.2% | +20.9% | +9.4% |
| 6M | +9.3% | +3.6% | +5.7% | +8.3% |
| YTD | +19.5% | +19.1% | +0.3% | +16.0% |
| 1Y | +21.0% | +39.5% | -18.5% | +15.1% |
| 3Y | +43.2% | +28.7% | +14.5% | +35.7% |
| 5Y | +42.7% | +8.5% | +34.2% | +36.8% |
| 10Y | +135.7% | +100.2% | +35.5% | +104.3% |
| All | +559.9% | +1,707.3% | -1,147.4% | +383.2% |
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