-0.2%
DASH vs KNX
+41.9%
-42.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.7% | -4.6% |
| 7D | -11.2% | +6.4% | -17.6% | -13.8% |
| 30D | -7.3% | +1.4% | -8.7% | -8.3% |
| 3M | +31.4% | -12.0% | +43.5% | +38.0% |
| 6M | +11.9% | +25.2% | -13.3% | -2.2% |
| YTD | -11.5% | +36.6% | -48.1% | -26.8% |
| 1Y | -20.0% | +67.6% | -87.6% | -41.4% |
| 3Y | +143.9% | +40.8% | +103.1% | +85.7% |
| 5Y | -0.2% | +43.3% | -43.6% | -27.0% |
| All | -0.2% | +41.9% | -42.1% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling