+38.7%
KNX vs NTR
+45.7%
-7.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -5.6% | -1.3% | -4.3% | -5.4% |
| 30D | -4.4% | +16.8% | -21.2% | -6.4% |
| 3M | -17.3% | +20.7% | -38.1% | -19.5% |
| 6M | +22.6% | +0.5% | +22.1% | +22.0% |
| YTD | +31.1% | +29.2% | +2.0% | +24.8% |
| 1Y | +60.2% | +39.6% | +20.6% | +50.2% |
| 3Y | +35.8% | +37.9% | -2.1% | +25.7% |
| All | +38.7% | +45.7% | -7.0% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling