-18.6%
NRG vs KNX
+68.2%
-86.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.8% | +2.6% | +6.1% |
| 7D | +7.1% | +7.4% | -0.3% | +6.6% |
| 30D | -1.4% | +2.0% | -3.4% | -1.6% |
| 3M | -10.5% | -7.9% | -2.6% | -9.6% |
| 6M | -26.7% | +14.4% | -41.1% | -28.7% |
| YTD | -24.5% | +38.9% | -63.4% | -26.6% |
| 1Y | -18.6% | +65.9% | -84.5% | -21.5% |
| All | -18.6% | +68.2% | -86.7% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling