+750.3%
NVT vs KNX
+70.1%
+680.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.2% | +5.2% |
| 7D | +4.1% | -5.6% | +9.7% | +6.4% |
| 30D | -5.1% | -4.4% | -0.7% | -3.5% |
| 3M | -1.2% | -17.3% | +16.2% | +5.9% |
| 6M | +46.6% | +22.6% | +24.0% | +33.3% |
| YTD | +60.0% | +31.1% | +28.8% | +40.7% |
| 1Y | +70.8% | +60.2% | +10.6% | +36.8% |
| 3Y | +187.5% | +35.8% | +151.8% | +140.0% |
| 5Y | +426.1% | +38.9% | +387.2% | +325.8% |
| All | +750.3% | +70.1% | +680.2% | +438.5% |
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