+160.2%
KNX vs NYT
+489.9%
-329.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -5.6% | -0.6% | -5.0% | -5.4% |
| 30D | -4.4% | +4.6% | -9.0% | -5.6% |
| 3M | -17.3% | -9.6% | -7.7% | -15.6% |
| 6M | +22.6% | -14.0% | +36.6% | +26.5% |
| YTD | +31.1% | -2.8% | +34.0% | +30.6% |
| 1Y | +60.2% | +15.6% | +44.6% | +51.7% |
| 3Y | +35.8% | +56.3% | -20.6% | +16.8% |
| 5Y | +38.9% | +39.5% | -0.6% | +19.5% |
| All | +160.2% | +489.9% | -329.7% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling