+65.9%
KNX vs NXT
+26.2%
+39.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.7% |
| 7D | +7.4% | -1.1% | +8.5% | +7.5% |
| 30D | +2.0% | -15.3% | +17.3% | +3.3% |
| 3M | -7.9% | -43.8% | +35.9% | -4.4% |
| 6M | +14.4% | -18.7% | +33.0% | +15.9% |
| YTD | +38.9% | -3.0% | +41.9% | +40.9% |
| 1Y | +65.9% | +22.7% | +43.2% | +73.1% |
| All | +65.9% | +26.2% | +39.7% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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