+512.9%
XYZ vs KNX
+205.0%
+307.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.4% |
| 7D | +2.9% | +6.4% | -3.5% | -0.1% |
| 30D | +1.4% | +1.4% | 0.0% | +0.6% |
| 3M | +14.6% | -12.0% | +26.6% | +20.6% |
| 6M | +20.8% | +25.2% | -4.4% | +7.0% |
| YTD | +23.1% | +36.6% | -13.5% | +4.2% |
| 1Y | +5.6% | +67.6% | -61.9% | -20.0% |
| 3Y | +50.9% | +40.8% | +10.1% | +20.9% |
| 5Y | -68.6% | +43.3% | -111.9% | -74.6% |
| 10Y | +580.0% | +170.1% | +409.9% | +330.0% |
| All | +512.9% | +205.0% | +307.9% | +277.7% |
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