+118.0%
NOK vs KNX
+67.7%
+50.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.3% |
| 7D | -1.8% | +7.1% | -8.8% | -2.5% |
| 30D | +4.7% | +1.7% | +3.0% | +4.5% |
| 3M | -39.7% | -8.1% | -31.5% | -39.5% |
| 6M | +23.1% | +14.0% | +9.0% | +24.1% |
| YTD | +55.0% | +38.5% | +16.5% | +62.7% |
| 1Y | +118.0% | +65.4% | +52.6% | +135.4% |
| All | +118.0% | +67.7% | +50.3% | +135.4% |
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