+500.1%
XRT vs KNX
+392.3%
+107.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.4% |
| 7D | -0.3% | +6.4% | -6.6% | -2.9% |
| 30D | -5.6% | +1.4% | -7.0% | -6.5% |
| 3M | +2.5% | -12.0% | +14.6% | +7.5% |
| 6M | +3.7% | +25.2% | -21.5% | -7.5% |
| YTD | +1.0% | +36.6% | -35.6% | -13.8% |
| 1Y | -1.2% | +67.6% | -68.8% | -23.8% |
| 3Y | +43.4% | +40.8% | +2.5% | +16.1% |
| 5Y | -0.7% | +43.3% | -44.1% | -20.9% |
| 10Y | +123.7% | +170.1% | -46.4% | +21.7% |
| All | +500.1% | +392.3% | +107.8% | +98.1% |
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