+377.8%
NEM vs KNX
+5,063.0%
-4,685.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | +7.8% | +1.0% | +6.8% | +7.7% |
| 3M | +36.3% | -12.6% | +48.9% | +37.7% |
| 6M | +6.6% | +21.1% | -14.5% | +4.3% |
| YTD | +27.1% | +33.2% | -6.0% | +23.3% |
| 1Y | +62.3% | +67.8% | -5.4% | +53.8% |
| 3Y | +245.1% | +37.3% | +207.8% | +230.0% |
| 5Y | +154.0% | +41.1% | +112.9% | +140.3% |
| 10Y | +311.0% | +170.6% | +140.4% | +257.0% |
| All | +377.8% | +5,063.0% | -4,685.3% | +218.0% |
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