-12.9%
NVTS vs KNX
+34.7%
-47.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.1% |
| 7D | +0.5% | -0.5% | +0.9% | +0.9% |
| 30D | -18.0% | +1.0% | -19.0% | -18.5% |
| 3M | -45.6% | -12.6% | -33.0% | -40.3% |
| 6M | +28.5% | +21.1% | +7.4% | +10.1% |
| YTD | +56.2% | +33.2% | +23.0% | +23.5% |
| 1Y | +97.7% | +67.8% | +29.9% | +28.3% |
| 3Y | +35.0% | +37.3% | -2.3% | +0.6% |
| All | -12.9% | +34.7% | -47.6% | -26.8% |
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