+4,653.7%
KNX vs NTRS
+4,002.6%
+651.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | -5.6% | +1.4% | -7.0% | -6.1% |
| 30D | -4.4% | -0.7% | -3.8% | -4.2% |
| 3M | -17.3% | +11.3% | -28.6% | -21.0% |
| 6M | +22.6% | +35.5% | -12.9% | +8.0% |
| YTD | +31.1% | +40.6% | -9.4% | +13.7% |
| 1Y | +60.2% | +49.2% | +11.0% | +35.4% |
| 3Y | +35.8% | +167.2% | -131.5% | -9.6% |
| 5Y | +38.9% | +94.9% | -56.0% | +2.3% |
| 10Y | +166.5% | +259.5% | -93.0% | +48.4% |
| All | +4,653.7% | +4,002.6% | +651.1% | +1,173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling