+1,381.0%
NET vs KNX
+82.5%
+1,298.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -16.4% | +2.5% | -18.8% | -17.2% |
| 30D | -25.8% | -4.4% | -21.4% | -24.7% |
| 3M | -11.5% | -12.7% | +1.1% | -6.9% |
| 6M | +18.9% | +0.9% | +18.0% | +17.1% |
| YTD | +35.2% | +20.3% | +14.9% | +21.2% |
| 1Y | +14.5% | +40.9% | -26.5% | -4.8% |
| 3Y | +313.8% | +27.4% | +286.4% | +244.7% |
| 5Y | +32.6% | +11.7% | +20.9% | +13.8% |
| All | +1,381.0% | +82.5% | +1,298.5% | +933.0% |
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