+100.0%
DAL vs KNX
+39.7%
+60.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.7% |
| 7D | +3.4% | +6.4% | -3.0% | +0.1% |
| 30D | -13.6% | +1.4% | -14.9% | -14.3% |
| 3M | +1.2% | -12.0% | +13.2% | +7.5% |
| 6M | +34.5% | +25.2% | +9.3% | +17.1% |
| YTD | +14.7% | +36.6% | -21.9% | -5.3% |
| 1Y | +29.2% | +67.6% | -38.3% | -6.0% |
| 3Y | +100.0% | +40.8% | +59.2% | +55.2% |
| All | +100.0% | +39.7% | +60.3% | +55.2% |
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 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