-59.2%
NKE vs KNX
+34.6%
-93.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -4.2% | -5.6% | +1.4% | -2.6% |
| 30D | -8.2% | -4.4% | -3.8% | -7.2% |
| 3M | -19.1% | -17.3% | -1.8% | -14.7% |
| 6M | -32.6% | +22.6% | -55.3% | -37.7% |
| YTD | -40.7% | +31.1% | -71.9% | -46.6% |
| 1Y | -48.9% | +60.2% | -109.1% | -57.4% |
| 3Y | -59.2% | +35.8% | -95.0% | -64.3% |
| All | -59.2% | +34.6% | -93.8% | -64.3% |
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 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