+2,490.2%
NVDL vs KNX
+22.8%
+2,467.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.6% |
| 7D | -10.3% | -5.6% | -4.7% | -7.6% |
| 30D | -7.1% | -4.4% | -2.7% | -4.9% |
| 3M | +6.6% | -17.3% | +23.9% | +17.0% |
| 6M | +21.1% | +22.6% | -1.6% | +7.9% |
| YTD | +15.2% | +31.1% | -15.9% | -2.8% |
| 1Y | +18.8% | +60.2% | -41.4% | -12.9% |
| 3Y | +649.9% | +35.8% | +614.1% | +489.1% |
| All | +2,490.2% | +22.8% | +2,467.4% | +2,112.3% |
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