+37.9%
KNX vs NXT
+87.2%
-49.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | -0.5% | -2.6% | +2.1% | -0.3% |
| 30D | +1.0% | -22.4% | +23.5% | +3.2% |
| 3M | -12.6% | -27.3% | +14.7% | -10.5% |
| 6M | +21.1% | -28.5% | +49.6% | +23.4% |
| YTD | +33.2% | -6.6% | +39.8% | +32.6% |
| 1Y | +67.8% | +20.4% | +47.4% | +62.7% |
| All | +37.9% | +87.2% | -49.3% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling