-9.7%
NOC vs KNX
+67.7%
-77.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -2.4% |
| 7D | -5.2% | +7.1% | -12.2% | -4.9% |
| 30D | -7.2% | +1.7% | -8.9% | -7.1% |
| 3M | -5.1% | -8.1% | +3.0% | -5.1% |
| 6M | -31.1% | +14.0% | -45.1% | -31.4% |
| YTD | -8.6% | +38.5% | -47.1% | -10.2% |
| 1Y | -9.7% | +65.4% | -75.1% | -12.7% |
| All | -9.7% | +67.7% | -77.4% | -12.7% |
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