-52.9%
NVO vs KNX
+34.6%
-87.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -7.6% | -5.6% | -2.0% | -6.9% |
| 30D | -6.0% | -4.4% | -1.6% | -5.5% |
| 3M | -0.8% | -17.3% | +16.6% | +1.5% |
| 6M | +16.5% | +22.6% | -6.2% | +11.9% |
| YTD | -11.1% | +31.1% | -42.3% | -15.4% |
| 1Y | -16.7% | +60.2% | -76.9% | -23.2% |
| 3Y | -52.9% | +35.8% | -88.7% | -55.9% |
| All | -52.9% | +34.6% | -87.5% | -55.9% |
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