+2,774.3%
KNX vs NVS
+1,076.7%
+1,697.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.5% | -15.7% | +15.2% | +5.1% |
| 30D | +1.0% | -11.1% | +12.1% | +4.5% |
| 3M | -12.6% | -7.2% | -5.5% | -11.2% |
| 6M | +21.1% | -12.3% | +33.4% | +25.4% |
| YTD | +33.2% | +2.8% | +30.4% | +30.2% |
| 1Y | +67.8% | +11.9% | +55.8% | +58.9% |
| 3Y | +37.3% | +55.1% | -17.8% | +14.3% |
| 5Y | +41.1% | +94.1% | -53.0% | +7.2% |
| 10Y | +170.6% | +181.2% | -10.6% | +78.1% |
| All | +2,774.3% | +1,076.7% | +1,697.6% | +1,351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling