+958.5%
NOK vs KNX
+4,983.8%
-4,025.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.2% |
| 7D | +11.0% | -5.6% | +16.6% | +12.5% |
| 30D | +7.8% | -4.4% | +12.3% | +9.0% |
| 3M | -21.0% | -17.3% | -3.7% | -17.1% |
| 6M | +40.9% | +22.6% | +18.3% | +32.9% |
| YTD | +72.0% | +31.1% | +40.9% | +58.8% |
| 1Y | +140.9% | +60.2% | +80.7% | +108.9% |
| 3Y | +194.3% | +35.8% | +158.5% | +160.5% |
| 5Y | +112.5% | +38.9% | +73.6% | +84.9% |
| 10Y | +137.7% | +166.5% | -28.7% | +63.3% |
| All | +958.5% | +4,983.8% | -4,025.2% | +323.0% |
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