+5,726.5%
NEE vs KNX
+5,063.0%
+663.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -3.1% | +1.0% | -4.1% | -3.3% |
| 3M | -2.4% | -12.6% | +10.2% | -1.2% |
| 6M | -8.6% | +21.1% | -29.7% | -10.9% |
| YTD | +4.9% | +33.2% | -28.3% | +1.1% |
| 1Y | +19.4% | +67.8% | -48.4% | +11.8% |
| 3Y | +34.9% | +37.3% | -2.5% | +27.8% |
| 5Y | +11.0% | +41.1% | -30.0% | +4.3% |
| 10Y | +252.3% | +170.6% | +81.7% | +203.8% |
| All | +5,726.5% | +5,063.0% | +663.5% | +4,456.0% |
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