-5.9%
DASH vs KNX
+57.5%
-63.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | -2.8% | -1.1% | -1.7% | -2.3% |
| 30D | -9.3% | -3.7% | -5.6% | -7.9% |
| 3M | -15.1% | -9.3% | -5.8% | -12.0% |
| 6M | +8.7% | -2.5% | +11.2% | +7.4% |
| YTD | -21.3% | +19.8% | -41.1% | -30.4% |
| 1Y | -12.7% | +37.3% | -49.9% | -28.0% |
| 3Y | +103.8% | +29.5% | +74.3% | +63.3% |
| 5Y | -16.8% | +11.5% | -28.3% | -31.6% |
| All | -5.9% | +57.5% | -63.5% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling