+7.0%
NET vs KNX
+34.4%
-27.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.6% | -3.6% | -7.5% |
| 7D | -21.2% | -2.7% | -18.5% | -20.7% |
| 30D | -31.1% | -8.0% | -23.1% | -30.2% |
| 3M | -16.5% | -15.8% | -0.8% | -14.2% |
| 6M | 0.0% | -3.0% | +3.0% | +2.6% |
| YTD | +24.0% | +14.7% | +9.3% | +23.9% |
| 1Y | +7.0% | +35.0% | -28.0% | +0.6% |
| All | +7.0% | +34.4% | -27.4% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling