+257.2%
XOM vs KNX
+37.6%
+219.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +4.1% | -5.6% | +9.7% | +4.6% |
| 30D | +4.6% | -4.4% | +9.0% | +4.9% |
| 3M | +14.0% | -17.3% | +31.3% | +15.8% |
| 6M | +11.0% | +22.6% | -11.7% | +7.8% |
| YTD | +40.7% | +31.1% | +9.6% | +35.0% |
| 1Y | +52.3% | +60.2% | -7.9% | +41.7% |
| 3Y | +60.5% | +35.8% | +24.7% | +50.7% |
| All | +257.2% | +37.6% | +219.6% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling