+1,710.4%
NXPI vs KNX
+328.6%
+1,381.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +1.1% |
| 7D | -2.3% | +2.3% | -4.6% | -3.4% |
| 30D | -4.3% | +0.5% | -4.8% | -4.8% |
| 3M | -24.7% | -14.1% | -10.5% | -19.6% |
| 6M | +9.7% | +19.8% | -10.0% | -0.9% |
| YTD | +3.8% | +32.7% | -29.0% | -11.2% |
| 1Y | +1.6% | +62.3% | -60.7% | -21.6% |
| 3Y | +16.0% | +36.8% | -20.8% | -5.1% |
| 5Y | +16.1% | +41.8% | -25.7% | -7.5% |
| 10Y | +211.4% | +169.7% | +41.7% | +63.4% |
| All | +1,710.4% | +328.6% | +1,381.8% | +474.9% |
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 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