+2,424.4%
KNX vs NVMI
+1,965.6%
+458.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -4.4% | -8.4% | +4.0% | -3.7% |
| 3M | -17.3% | -33.6% | +16.2% | -14.8% |
| 6M | +22.6% | -14.7% | +37.3% | +23.7% |
| YTD | +31.1% | +13.2% | +17.9% | +29.1% |
| 1Y | +60.2% | +29.0% | +31.2% | +55.7% |
| 3Y | +35.8% | +215.0% | -179.2% | +21.2% |
| 5Y | +38.9% | +268.6% | -229.7% | +21.7% |
| 10Y | +166.5% | +3,124.7% | -2,958.3% | +101.3% |
| All | +2,424.4% | +1,965.6% | +458.7% | +1,466.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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