+65.9%
KNX vs NTRS
+47.2%
+18.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.8% |
| 7D | +7.4% | +0.4% | +7.0% | +7.2% |
| 30D | +2.0% | +1.7% | +0.3% | +1.2% |
| 3M | -7.9% | +8.9% | -16.7% | -11.8% |
| 6M | +14.4% | +30.6% | -16.2% | -1.1% |
| YTD | +38.9% | +38.7% | +0.2% | +16.0% |
| 1Y | +65.9% | +48.1% | +17.8% | +31.6% |
| All | +65.9% | +47.2% | +18.7% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling