+192.9%
XOM vs KNX
+166.7%
+26.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +4.1% | -5.6% | +9.7% | +5.1% |
| 30D | +4.6% | -4.4% | +9.0% | +5.2% |
| 3M | +14.0% | -17.3% | +31.3% | +17.3% |
| 6M | +11.0% | +22.6% | -11.7% | +5.7% |
| YTD | +40.7% | +31.1% | +9.6% | +31.6% |
| 1Y | +52.3% | +60.2% | -7.9% | +36.1% |
| 3Y | +60.5% | +35.8% | +24.7% | +45.3% |
| 5Y | +266.4% | +38.9% | +227.5% | +222.7% |
| All | +192.9% | +166.7% | +26.2% | +113.6% |
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