-1.6%
XLY vs KNX
+34.4%
-36.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -3.0% |
| 7D | +1.2% | -2.7% | +4.0% | +1.7% |
| 30D | +5.3% | -8.0% | +13.3% | +6.7% |
| 3M | -0.6% | -15.8% | +15.1% | +2.1% |
| 6M | +0.1% | -3.0% | +3.0% | -0.2% |
| YTD | -0.9% | +14.7% | -15.6% | -6.5% |
| 1Y | -1.6% | +35.0% | -36.6% | -11.1% |
| All | -1.6% | +34.4% | -36.0% | -11.1% |
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