+351.3%
DAL vs KNX
+390.1%
-38.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | -0.2% |
| 7D | +0.1% | +7.4% | -7.2% | -3.7% |
| 30D | -13.9% | +2.0% | -15.9% | -15.0% |
| 3M | +1.1% | -7.9% | +9.0% | +4.8% |
| 6M | +26.2% | +14.4% | +11.9% | +15.1% |
| YTD | +16.4% | +38.9% | -22.5% | -4.8% |
| 1Y | +33.9% | +65.9% | -32.0% | -1.9% |
| 3Y | +93.4% | +35.8% | +57.5% | +54.6% |
| 5Y | +106.4% | +43.3% | +63.0% | +55.6% |
| 10Y | +143.0% | +179.6% | -36.7% | +5.6% |
| All | +351.3% | +390.1% | -38.8% | +7.2% |
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 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