+789.1%
NOW vs KNX
+166.7%
+622.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.5% |
| 7D | -6.2% | -5.6% | -0.6% | -4.6% |
| 30D | +6.1% | -4.4% | +10.5% | +7.2% |
| 3M | +28.6% | -17.3% | +45.9% | +35.0% |
| 6M | +14.6% | +22.6% | -8.0% | +6.4% |
| YTD | -13.5% | +31.1% | -44.6% | -22.0% |
| 1Y | -29.4% | +60.2% | -89.6% | -40.7% |
| 3Y | +9.4% | +35.8% | -26.4% | -5.7% |
| 5Y | +2.3% | +38.9% | -36.6% | -12.8% |
| All | +789.1% | +166.7% | +622.4% | +445.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling