+508.9%
XLP vs KNX
+2,007.0%
-1,498.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -1.3% |
| 7D | -1.0% | +7.4% | -8.4% | -1.9% |
| 30D | -0.9% | +2.0% | -2.8% | -1.2% |
| 3M | +3.8% | -7.9% | +11.7% | +4.6% |
| 6M | -1.7% | +14.4% | -16.1% | -3.9% |
| YTD | +10.3% | +38.9% | -28.7% | +5.1% |
| 1Y | +7.8% | +65.9% | -58.1% | +0.2% |
| 3Y | +27.2% | +35.8% | -8.6% | +19.7% |
| 5Y | +32.5% | +43.3% | -10.8% | +22.8% |
| 10Y | +101.8% | +179.6% | -77.8% | +68.3% |
| All | +508.9% | +2,007.0% | -1,498.0% | +338.1% |
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