+11.7%
DASH vs KNX
+82.6%
-70.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.8% | -8.4% | -6.2% |
| 7D | -10.6% | +7.4% | -17.9% | -13.4% |
| 30D | +2.2% | +2.0% | +0.2% | +0.8% |
| 3M | +32.3% | -7.9% | +40.1% | +35.5% |
| 6M | +19.1% | +14.4% | +4.8% | +9.4% |
| YTD | -6.5% | +38.9% | -45.4% | -22.3% |
| 1Y | -14.9% | +65.9% | -80.8% | -35.8% |
| 3Y | +151.9% | +35.8% | +116.1% | +101.3% |
| 5Y | +9.4% | +43.3% | -33.9% | -17.1% |
| All | +11.7% | +82.6% | -70.8% | -19.5% |
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