-23.1%
DASH vs KNX
+63.0%
-86.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.0% |
| 7D | -12.8% | +2.3% | -15.1% | -13.3% |
| 30D | -6.0% | +0.5% | -6.5% | -6.3% |
| 3M | +26.7% | -14.1% | +40.8% | +31.0% |
| 6M | +11.7% | +19.8% | -8.1% | +4.1% |
| YTD | -12.9% | +32.7% | -45.6% | -22.0% |
| 1Y | -23.1% | +62.3% | -85.4% | -36.0% |
| All | -23.1% | +63.0% | -86.1% | -36.0% |
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