-5.9%
DASH vs KNX
+58.2%
-64.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.2% |
| 7D | -10.2% | 0.0% | -10.3% | -10.2% |
| 30D | -8.2% | -3.3% | -4.9% | -6.9% |
| 3M | -15.9% | -8.7% | -7.2% | -13.2% |
| 6M | +13.3% | +1.3% | +12.0% | +10.0% |
| YTD | -21.3% | +20.4% | -41.7% | -30.6% |
| 1Y | -11.1% | +42.4% | -53.6% | -28.0% |
| 3Y | +103.8% | +30.1% | +73.7% | +63.0% |
| 5Y | -21.6% | +11.7% | -33.3% | -35.7% |
| All | -5.9% | +58.2% | -64.2% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling