+559.7%
XLP vs KNX
+1,717.8%
-1,158.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +2.3% | -1.1% | +3.5% | +2.5% |
| 30D | +9.1% | -3.7% | +12.8% | +9.5% |
| 3M | +7.9% | -9.3% | +17.2% | +8.9% |
| 6M | +9.6% | -2.5% | +12.1% | +9.4% |
| YTD | +19.4% | +19.8% | -0.4% | +15.8% |
| 1Y | +22.4% | +37.3% | -14.9% | +16.6% |
| 3Y | +43.2% | +29.5% | +13.7% | +35.6% |
| 5Y | +42.6% | +11.5% | +31.1% | +36.2% |
| 10Y | +135.4% | +106.0% | +29.5% | +103.4% |
| All | +559.7% | +1,717.8% | -1,158.1% | +382.7% |
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