+2,627.8%
NOW vs KNX
+427.2%
+2,200.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -4.5% |
| 7D | -6.1% | +6.4% | -12.5% | -7.9% |
| 30D | +7.5% | +1.4% | +6.1% | +6.7% |
| 3M | +17.5% | -12.0% | +29.6% | +21.6% |
| 6M | +7.9% | +25.2% | -17.2% | -1.1% |
| YTD | -12.4% | +36.6% | -49.0% | -22.7% |
| 1Y | -28.6% | +67.6% | -96.2% | -41.8% |
| 3Y | +11.8% | +40.8% | -29.0% | -6.0% |
| 5Y | +2.6% | +43.3% | -40.7% | -14.8% |
| 10Y | +790.0% | +170.1% | +619.9% | +439.3% |
| All | +2,627.8% | +427.2% | +2,200.7% | +996.9% |
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