+2,261.2%
NDAQ vs KNX
+802.3%
+1,459.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | +0.1% |
| 7D | -1.6% | +2.3% | -3.9% | -2.4% |
| 30D | -1.5% | +0.5% | -1.9% | -1.8% |
| 3M | +8.0% | -14.1% | +22.2% | +13.1% |
| 6M | +7.7% | +19.8% | -12.0% | -0.5% |
| YTD | -2.3% | +32.7% | -35.1% | -13.5% |
| 1Y | +0.6% | +62.3% | -61.8% | -18.0% |
| 3Y | +90.9% | +36.8% | +54.1% | +60.1% |
| 5Y | +52.5% | +41.8% | +10.7% | +22.8% |
| 10Y | +380.3% | +169.7% | +210.6% | +171.3% |
| All | +2,261.2% | +802.3% | +1,459.0% | +757.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling