+10,368.4%
DE vs KNX
+4,983.8%
+5,384.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -2.6% | -5.6% | +3.0% | -1.2% |
| 30D | +9.0% | -4.4% | +13.4% | +10.1% |
| 3M | +19.1% | -17.3% | +36.5% | +24.4% |
| 6M | +14.4% | +22.6% | -8.2% | +7.8% |
| YTD | +45.9% | +31.1% | +14.8% | +35.0% |
| 1Y | +43.6% | +60.2% | -16.6% | +25.7% |
| 3Y | +75.9% | +35.8% | +40.1% | +57.6% |
| 5Y | +98.8% | +38.9% | +59.9% | +74.1% |
| 10Y | +861.4% | +166.5% | +695.0% | +596.0% |
| All | +10,368.4% | +4,983.8% | +5,384.6% | +5,333.0% |
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 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