+1,065.2%
NRG vs KNX
+166.7%
+898.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +2.0% |
| 7D | -4.7% | -5.6% | +0.9% | -3.3% |
| 30D | -6.0% | -4.4% | -1.6% | -5.0% |
| 3M | -8.0% | -17.3% | +9.4% | -4.1% |
| 6M | -23.2% | +22.6% | -45.8% | -27.9% |
| YTD | -28.1% | +31.1% | -59.2% | -33.9% |
| 1Y | -27.3% | +60.2% | -87.5% | -37.0% |
| 3Y | +208.7% | +35.8% | +172.9% | +173.4% |
| 5Y | +197.7% | +38.9% | +158.7% | +158.5% |
| All | +1,065.2% | +166.7% | +898.4% | +661.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling