+322.4%
NET vs KNX
+27.5%
+294.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -16.4% | +2.5% | -18.8% | -16.9% |
| 30D | -25.8% | -4.4% | -21.4% | -25.0% |
| 3M | -11.5% | -12.7% | +1.1% | -8.3% |
| 6M | +18.9% | +0.9% | +18.0% | +18.3% |
| YTD | +35.2% | +20.3% | +14.9% | +25.8% |
| 1Y | +14.5% | +40.9% | -26.5% | +0.6% |
| All | +322.4% | +27.5% | +294.9% | +252.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling