+631.5%
XLU vs KNX
+1,889.3%
-1,257.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -1.6% | -5.6% | +4.0% | -0.9% |
| 30D | -3.3% | -4.4% | +1.1% | -2.8% |
| 3M | -3.2% | -17.3% | +14.2% | -1.0% |
| 6M | -7.0% | +22.6% | -29.6% | -9.9% |
| YTD | +0.6% | +31.1% | -30.5% | -3.6% |
| 1Y | +2.4% | +60.2% | -57.8% | -4.7% |
| 3Y | +46.3% | +35.8% | +10.5% | +37.3% |
| 5Y | +44.0% | +38.9% | +5.1% | +33.5% |
| 10Y | +140.1% | +166.5% | -26.4% | +99.4% |
| All | +631.5% | +1,889.3% | -1,257.8% | +399.1% |
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