+25.3%
KNX vs NXT
+181.9%
-156.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | +6.4% | +2.9% | +3.5% | +6.1% |
| 30D | +1.4% | -17.2% | +18.6% | +3.2% |
| 3M | -12.0% | -32.0% | +20.0% | -9.2% |
| 6M | +25.2% | -15.8% | +40.9% | +25.8% |
| YTD | +36.6% | -1.9% | +38.5% | +35.1% |
| 1Y | +67.6% | +22.5% | +45.1% | +61.3% |
| 3Y | +40.8% | +100.5% | -59.7% | +24.8% |
| All | +25.3% | +181.9% | -156.6% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling