+123.0%
XRT vs KNX
+166.7%
-43.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 7D | -3.2% | -5.6% | +2.4% | -1.1% |
| 30D | -4.5% | -4.4% | -0.1% | -3.1% |
| 3M | -3.1% | -17.3% | +14.2% | +3.6% |
| 6M | +4.2% | +22.6% | -18.4% | -5.2% |
| YTD | -0.1% | +31.1% | -31.3% | -12.0% |
| 1Y | -3.0% | +60.2% | -63.3% | -21.9% |
| 3Y | +41.8% | +35.8% | +6.0% | +19.1% |
| 5Y | -1.3% | +38.9% | -40.2% | -18.2% |
| All | +123.0% | +166.7% | -43.8% | +46.0% |
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