+143.9%
DASH vs KNX
+39.7%
+104.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.7% | -4.9% |
| 7D | -11.2% | +6.4% | -17.6% | -12.8% |
| 30D | -7.3% | +1.4% | -8.7% | -7.9% |
| 3M | +31.4% | -12.0% | +43.5% | +35.9% |
| 6M | +11.9% | +25.2% | -13.3% | +2.4% |
| YTD | -11.5% | +36.6% | -48.1% | -21.8% |
| 1Y | -20.0% | +67.6% | -87.6% | -34.7% |
| 3Y | +143.9% | +40.8% | +103.1% | +107.6% |
| All | +143.9% | +39.7% | +104.2% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling