+1,449.6%
NET vs KNX
+110.7%
+1,338.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -3.4% |
| 7D | -7.0% | +7.1% | -14.0% | -9.6% |
| 30D | -4.8% | +1.7% | -6.5% | -5.3% |
| 3M | +3.8% | -8.1% | +12.0% | +7.2% |
| 6M | +50.0% | +14.0% | +36.0% | +40.2% |
| YTD | +41.5% | +38.5% | +3.0% | +20.4% |
| 1Y | +32.8% | +65.4% | -32.6% | +2.9% |
| 3Y | +335.9% | +35.8% | +300.0% | +257.1% |
| 5Y | +113.8% | +43.3% | +70.5% | +70.7% |
| All | +1,449.6% | +110.7% | +1,338.8% | +924.7% |
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 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