+38.7%
KNX vs NVS
+92.9%
-54.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.6% | -14.3% | +8.7% | -2.2% |
| 30D | -4.4% | -10.0% | +5.5% | -2.5% |
| 3M | -17.3% | -10.9% | -6.4% | -15.5% |
| 6M | +22.6% | -12.0% | +34.6% | +25.5% |
| YTD | +31.1% | +2.5% | +28.6% | +28.3% |
| 1Y | +60.2% | +10.7% | +49.5% | +53.2% |
| 3Y | +35.8% | +53.3% | -17.5% | +16.6% |
| All | +38.7% | +92.9% | -54.2% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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