+140.2%
NI vs KNX
+166.7%
-26.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | 0.0% | -5.6% | +5.6% | +0.9% |
| 30D | -1.4% | -4.4% | +3.0% | -0.8% |
| 3M | -10.6% | -17.3% | +6.7% | -8.3% |
| 6M | -9.3% | +22.6% | -31.9% | -12.8% |
| YTD | +1.1% | +31.1% | -30.0% | -3.9% |
| 1Y | +3.4% | +60.2% | -56.8% | -5.3% |
| 3Y | +67.9% | +35.8% | +32.1% | +55.3% |
| 5Y | +98.0% | +38.9% | +59.0% | +79.6% |
| All | +140.2% | +166.7% | -26.6% | +92.3% |
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