+45.3%
NSC vs KNX
+41.5%
+3.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -3.4% | +1.0% | -4.4% | -3.9% |
| 3M | +5.1% | -12.6% | +17.7% | +9.7% |
| 6M | +9.2% | +21.1% | -11.9% | 0.0% |
| YTD | +13.4% | +33.2% | -19.8% | -0.6% |
| 1Y | +20.8% | +67.8% | -47.0% | -4.6% |
| 3Y | +76.1% | +37.3% | +38.8% | +47.7% |
| 5Y | +45.3% | +41.1% | +4.2% | +17.4% |
| All | +45.3% | +41.5% | +3.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling