+599.1%
XYZ vs KNX
+166.7%
+432.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.9% |
| 7D | -4.3% | -5.6% | +1.3% | -1.6% |
| 30D | +1.2% | -4.4% | +5.6% | +3.3% |
| 3M | +14.6% | -17.3% | +32.0% | +24.8% |
| 6M | +22.6% | +22.6% | -0.1% | +8.8% |
| YTD | +21.7% | +31.1% | -9.5% | +3.9% |
| 1Y | +6.7% | +60.2% | -53.5% | -19.0% |
| 3Y | +46.8% | +35.8% | +11.1% | +17.6% |
| 5Y | -68.0% | +38.9% | -107.0% | -74.3% |
| All | +599.1% | +166.7% | +432.4% | +339.2% |
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 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