+99.6%
DE vs KNX
+37.6%
+62.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -2.6% | -5.6% | +3.0% | -1.1% |
| 30D | +9.0% | -4.4% | +13.4% | +10.2% |
| 3M | +19.1% | -17.3% | +36.5% | +24.7% |
| 6M | +14.4% | +22.6% | -8.2% | +7.2% |
| YTD | +45.9% | +31.1% | +14.8% | +34.0% |
| 1Y | +43.6% | +60.2% | -16.6% | +24.1% |
| 3Y | +75.9% | +35.8% | +40.1% | +56.1% |
| All | +99.6% | +37.6% | +62.0% | +72.8% |
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