+22.7%
NXPI vs KNX
+34.6%
-11.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +5.2% |
| 7D | +3.9% | -5.6% | +9.4% | +6.5% |
| 30D | +1.4% | -4.4% | +5.8% | +3.2% |
| 3M | -21.5% | -17.3% | -4.2% | -14.9% |
| 6M | +19.4% | +22.6% | -3.2% | +6.2% |
| YTD | +9.9% | +31.1% | -21.2% | -6.2% |
| 1Y | +7.9% | +60.2% | -52.3% | -17.8% |
| 3Y | +22.7% | +35.8% | -13.1% | +0.5% |
| All | +22.7% | +34.6% | -11.9% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling