+134.2%
DAL vs KNX
+166.7%
-32.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.7% | +2.8% |
| 7D | -0.3% | -5.6% | +5.3% | +2.1% |
| 30D | -11.1% | -4.4% | -6.7% | -9.6% |
| 3M | -2.1% | -17.3% | +15.2% | +5.5% |
| 6M | +35.8% | +22.6% | +13.2% | +22.8% |
| YTD | +16.0% | +31.1% | -15.1% | +1.7% |
| 1Y | +33.7% | +60.2% | -26.5% | +6.8% |
| 3Y | +102.3% | +35.8% | +66.5% | +70.6% |
| 5Y | +110.3% | +38.9% | +71.4% | +73.6% |
| All | +134.2% | +166.7% | -32.6% | +53.2% |
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