+3,215.4%
NSC vs KNX
+5,284.4%
-2,069.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.7% |
| 7D | -5.5% | +7.4% | -12.9% | -7.6% |
| 30D | -3.2% | +2.0% | -5.2% | -4.0% |
| 3M | +7.7% | -7.9% | +15.6% | +9.8% |
| 6M | +4.5% | +14.4% | -9.8% | -0.9% |
| YTD | +15.6% | +38.9% | -23.3% | +2.9% |
| 1Y | +19.8% | +65.9% | -46.1% | +0.2% |
| 3Y | +70.1% | +35.8% | +34.3% | +49.0% |
| 5Y | +46.1% | +43.3% | +2.8% | +24.2% |
| 10Y | +328.1% | +179.6% | +148.5% | +189.4% |
| All | +3,215.4% | +5,284.4% | -2,069.1% | +1,383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling