+194.7%
NKX vs SPY
+1,165.2%
-970.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -1.8% | -0.4% | -1.5% | -1.8% |
| 30D | -4.9% | -1.4% | -3.5% | -4.7% |
| 3M | -5.2% | +3.7% | -8.9% | -5.8% |
| 6M | -4.5% | +13.0% | -17.5% | -6.4% |
| YTD | -1.4% | +12.4% | -13.8% | -3.3% |
| 1Y | +2.5% | +18.5% | -16.1% | -0.3% |
| 3Y | +31.5% | +77.6% | -46.2% | +19.5% |
| 5Y | -3.9% | +81.7% | -85.5% | -13.4% |
| 10Y | +16.1% | +319.7% | -303.5% | -7.6% |
| All | +194.7% | +1,165.2% | -970.5% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling