-17.2%
DASH vs KNX
+45.0%
-62.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +9.0% | +8.5% |
| 7D | +17.2% | +2.5% | +14.7% | +16.6% |
| 30D | +3.6% | -4.4% | +8.0% | +4.3% |
| 3M | -1.9% | -12.7% | +10.8% | +0.4% |
| 6M | +15.1% | +0.9% | +14.2% | +11.5% |
| YTD | -12.3% | +20.3% | -32.6% | -21.5% |
| 1Y | -17.2% | +40.9% | -58.2% | -32.7% |
| All | -17.2% | +45.0% | -62.2% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling