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  • NTAP vs KNX✓SelectedUSD · KNXNTAP vs KNX performance historyLatest closeAs of-2.32%09/09
Stock and ETF performance explorer

NTAP vs KNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+19,601.1%
KNX return
+4,774.3%
Excess return
+14,826.8%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKNXExcessAlpha
1D-2.3%-2.8%+0.5%-1.4%
7D+2.2%+2.3%-0.1%+1.4%
30D-7.0%+0.5%-7.5%-7.3%
3M+12.3%-14.1%+26.4%+17.5%
6M+85.1%+19.8%+65.4%+72.8%
YTD+74.8%+32.7%+42.0%+57.2%
1Y+52.7%+62.3%-9.7%+27.7%
3Y+147.7%+36.8%+110.8%+113.5%
5Y+124.8%+41.8%+83.0%+88.6%
10Y+589.7%+169.7%+420.0%+344.5%
All+19,601.1%+4,774.3%+14,826.8%+6,291.6%

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 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