+47.9%
DE vs KNX
+68.2%
-20.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.8% |
| 7D | +10.0% | +7.4% | +2.7% | +8.5% |
| 30D | +13.3% | +2.0% | +11.4% | +12.8% |
| 3M | +17.5% | -7.9% | +25.4% | +19.0% |
| 6M | +13.6% | +14.4% | -0.8% | +9.9% |
| YTD | +49.8% | +38.9% | +10.9% | +39.5% |
| 1Y | +47.9% | +65.9% | -18.0% | +35.0% |
| All | +47.9% | +68.2% | -20.3% | +35.0% |
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