+363.0%
NDAQ vs KNX
+166.7%
+196.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.2% |
| 7D | -5.6% | -5.6% | 0.0% | -4.3% |
| 30D | -4.4% | -4.4% | +0.1% | -3.4% |
| 3M | +5.9% | -17.3% | +23.2% | +10.4% |
| 6M | +7.7% | +22.6% | -14.9% | +1.3% |
| YTD | -5.2% | +31.1% | -36.3% | -12.6% |
| 1Y | -3.4% | +60.2% | -63.6% | -16.0% |
| 3Y | +85.6% | +35.8% | +49.9% | +64.8% |
| 5Y | +49.5% | +38.9% | +10.6% | +29.8% |
| All | +363.0% | +166.7% | +196.3% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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