-5.4%
NKX vs SPY
+82.3%
-87.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.3% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | -5.2% | -1.1% | -4.1% | -5.0% |
| 3M | -5.1% | +3.9% | -8.9% | -5.8% |
| 6M | -4.9% | +13.6% | -18.5% | -7.2% |
| YTD | -1.2% | +12.7% | -13.9% | -3.5% |
| 1Y | +0.8% | +17.5% | -16.7% | -2.4% |
| 3Y | +30.5% | +76.9% | -46.4% | +15.5% |
| All | -5.4% | +82.3% | -87.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling