-47.4%
NKE vs KNX
+68.2%
-115.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -1.5% |
| 7D | -2.0% | +7.4% | -9.4% | -3.1% |
| 30D | -8.6% | +2.0% | -10.5% | -9.0% |
| 3M | -11.0% | -7.9% | -3.2% | -9.8% |
| 6M | -33.2% | +14.4% | -47.6% | -35.2% |
| YTD | -38.1% | +38.9% | -77.0% | -41.6% |
| 1Y | -47.4% | +65.9% | -113.3% | -50.1% |
| All | -47.4% | +68.2% | -115.5% | -50.1% |
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