+415.5%
DAL vs KNX
+324.7%
+90.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.3% |
| 3M | +1.3% | -8.7% | +10.0% | +5.7% |
| 6M | +29.3% | +1.3% | +28.0% | +26.0% |
| YTD | +33.0% | +20.4% | +12.6% | +17.0% |
| 1Y | +59.8% | +42.4% | +17.4% | +28.2% |
| 3Y | +177.2% | +30.1% | +147.1% | +127.8% |
| 5Y | +118.4% | +11.7% | +106.7% | +89.2% |
| 10Y | +121.4% | +102.3% | +19.1% | +16.9% |
| All | +415.5% | +324.7% | +90.7% | +31.8% |
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