+113.0%
NVTS vs KNX
+67.7%
+45.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +4.5% |
| 7D | +2.7% | +7.1% | -4.4% | -0.8% |
| 30D | -4.5% | +1.7% | -6.1% | -5.1% |
| 3M | -61.5% | -8.1% | -53.4% | -59.9% |
| 6M | +28.0% | +14.0% | +13.9% | +18.8% |
| YTD | +65.3% | +38.5% | +26.8% | +41.3% |
| 1Y | +113.0% | +65.4% | +47.6% | +76.9% |
| All | +113.0% | +67.7% | +45.3% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling