+75.8%
NSC vs KNX
+36.2%
+39.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.5% |
| 7D | -2.0% | +2.3% | -4.4% | -2.8% |
| 30D | -3.2% | +0.5% | -3.7% | -3.5% |
| 3M | +3.9% | -14.1% | +18.1% | +8.7% |
| 6M | +7.8% | +19.8% | -12.0% | -0.3% |
| YTD | +13.4% | +32.7% | -19.3% | +0.5% |
| 1Y | +20.3% | +62.3% | -42.0% | -2.4% |
| All | +75.8% | +36.2% | +39.6% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling