+1,978.3%
NOW vs KNX
+375.1%
+1,603.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.5% |
| 7D | +0.3% | +9.2% | -9.0% | -2.5% |
| 30D | -27.0% | +0.9% | -27.9% | -27.2% |
| 3M | -19.6% | -12.7% | -6.9% | -16.5% |
| 6M | +17.5% | +7.3% | +10.1% | +13.6% |
| YTD | -33.3% | +23.1% | -56.4% | -39.3% |
| 1Y | -39.8% | +47.1% | -86.9% | -48.6% |
| 3Y | -19.9% | +33.3% | -53.2% | -31.5% |
| 5Y | -26.1% | +12.1% | -38.2% | -33.8% |
| 10Y | +518.7% | +106.9% | +411.8% | +314.9% |
| All | +1,978.3% | +375.1% | +1,603.1% | +761.5% |
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