+223.9%
NXPI vs KNX
+166.7%
+57.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +5.1% |
| 7D | +3.9% | -5.6% | +9.4% | +6.4% |
| 30D | +1.4% | -4.4% | +5.8% | +3.1% |
| 3M | -21.5% | -17.3% | -4.2% | -15.4% |
| 6M | +19.4% | +22.6% | -3.2% | +7.5% |
| YTD | +9.9% | +31.1% | -21.2% | -4.3% |
| 1Y | +7.9% | +60.2% | -52.3% | -14.6% |
| 3Y | +22.7% | +35.8% | -13.1% | +2.3% |
| 5Y | +22.1% | +38.9% | -16.8% | +0.3% |
| All | +223.9% | +166.7% | +57.2% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling