+215.2%
XLY vs KNX
+166.7%
+48.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | -1.7% | -5.6% | +3.9% | 0.0% |
| 30D | -4.2% | -4.4% | +0.2% | -3.0% |
| 3M | -2.7% | -17.3% | +14.6% | +2.6% |
| 6M | -0.6% | +22.6% | -23.3% | -8.0% |
| YTD | -5.0% | +31.1% | -36.2% | -14.2% |
| 1Y | -4.1% | +60.2% | -64.3% | -19.4% |
| 3Y | +33.6% | +35.8% | -2.2% | +15.7% |
| 5Y | +28.7% | +38.9% | -10.2% | +9.5% |
| All | +215.2% | +166.7% | +48.5% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling