+1.2%
NOW vs KNX
+41.5%
-40.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -9.9% | -0.5% | -9.4% | -9.8% |
| 30D | +2.8% | +1.0% | +1.8% | +2.2% |
| 3M | +23.7% | -12.6% | +36.3% | +28.5% |
| 6M | +12.5% | +21.1% | -8.6% | +3.2% |
| YTD | -14.4% | +33.2% | -47.6% | -25.3% |
| 1Y | -29.0% | +67.8% | -96.8% | -44.5% |
| 3Y | +9.3% | +37.3% | -28.0% | -10.7% |
| 5Y | +1.2% | +41.1% | -39.9% | -19.1% |
| All | +1.2% | +41.5% | -40.2% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling