+176.3%
DAL vs KNX
+30.3%
+146.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.2% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +14.3% | -3.3% | +17.6% | +16.2% |
| 3M | +1.3% | -8.7% | +10.0% | +5.6% |
| 6M | +29.3% | +1.3% | +28.0% | +25.7% |
| YTD | +33.0% | +20.4% | +12.6% | +15.4% |
| 1Y | +59.8% | +42.4% | +17.4% | +25.2% |
| All | +176.3% | +30.3% | +146.0% | +122.3% |
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