+87.1%
XOP vs KNX
+380.0%
-292.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +9.6% | +1.0% | +8.6% | +8.8% |
| 3M | +16.9% | -12.6% | +29.6% | +22.2% |
| 6M | +24.0% | +21.1% | +3.0% | +12.0% |
| YTD | +56.2% | +33.2% | +23.0% | +34.5% |
| 1Y | +51.8% | +67.8% | -16.0% | +17.3% |
| 3Y | +37.0% | +37.3% | -0.4% | +10.9% |
| 5Y | +163.4% | +41.1% | +122.3% | +103.9% |
| 10Y | +56.6% | +170.6% | -114.0% | -18.2% |
| All | +87.1% | +380.0% | -292.9% | -35.1% |
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