-49.7%
NRG vs KNX
+45.0%
-94.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.7% | -12.8% | -13.4% |
| 7D | -13.7% | +2.5% | -16.2% | -13.9% |
| 30D | -13.6% | -4.4% | -9.2% | -13.3% |
| 3M | -28.5% | -12.7% | -15.8% | -27.7% |
| 6M | -45.8% | +0.9% | -46.7% | -47.0% |
| YTD | -46.9% | +20.3% | -67.3% | -48.6% |
| 1Y | -49.7% | +40.9% | -90.7% | -52.6% |
| All | -49.7% | +45.0% | -94.7% | -52.6% |
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