+4,936.9%
NOC vs KNX
+4,983.8%
-46.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +0.8% | -5.6% | +6.4% | +1.5% |
| 30D | -9.7% | -4.4% | -5.3% | -9.3% |
| 3M | -5.6% | -17.3% | +11.7% | -3.6% |
| 6M | -28.6% | +22.6% | -51.2% | -31.0% |
| YTD | -7.9% | +31.1% | -39.0% | -12.0% |
| 1Y | -9.5% | +60.2% | -69.7% | -16.1% |
| 3Y | +28.4% | +35.8% | -7.4% | +19.8% |
| 5Y | +59.0% | +38.9% | +20.0% | +45.9% |
| 10Y | +191.3% | +166.5% | +24.8% | +138.0% |
| All | +4,936.9% | +4,983.8% | -46.9% | +3,005.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling