+5.8%
XLU vs KNX
+68.2%
-62.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | +0.1% |
| 7D | +0.8% | +7.4% | -6.6% | +0.7% |
| 30D | -1.3% | +2.0% | -3.3% | -1.4% |
| 3M | -1.3% | -7.9% | +6.5% | -1.3% |
| 6M | -7.6% | +14.4% | -22.0% | -8.2% |
| YTD | +2.3% | +38.9% | -36.6% | +1.8% |
| 1Y | +5.8% | +65.9% | -60.1% | +4.1% |
| All | +5.8% | +68.2% | -62.4% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling