+1,258.4%
NET vs KNX
+74.1%
+1,184.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.6% | -3.6% | -6.4% |
| 7D | -21.2% | -2.7% | -18.5% | -20.2% |
| 30D | -31.1% | -8.0% | -23.1% | -28.9% |
| 3M | -16.5% | -15.8% | -0.8% | -10.8% |
| 6M | 0.0% | -3.0% | +3.0% | +0.2% |
| YTD | +24.0% | +14.7% | +9.3% | +13.4% |
| 1Y | +7.0% | +35.0% | -28.0% | -9.4% |
| 3Y | +279.6% | +21.5% | +258.0% | +222.6% |
| 5Y | +24.0% | +9.3% | +14.7% | +8.1% |
| All | +1,258.4% | +74.1% | +1,184.3% | +866.8% |
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