-9.1%
NVTS vs KNX
+32.6%
-41.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +5.4% |
| 7D | -1.4% | -5.6% | +4.1% | +2.7% |
| 30D | -16.5% | -4.4% | -12.1% | -13.6% |
| 3M | -47.6% | -17.3% | -30.3% | -40.3% |
| 6M | +7.3% | +22.6% | -15.3% | -8.6% |
| YTD | +62.9% | +31.1% | +31.7% | +30.2% |
| 1Y | +91.3% | +60.2% | +31.1% | +28.4% |
| 3Y | +43.4% | +35.8% | +7.7% | +7.7% |
| All | -9.1% | +32.6% | -41.8% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling