-99.9%
DFNS vs KNX
+36.7%
-136.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.7% |
| 7D | -3.3% | -0.5% | -2.8% | -3.6% |
| 30D | -73.1% | +1.0% | -74.1% | -73.3% |
| 3M | -71.4% | -12.6% | -58.7% | -72.9% |
| 6M | -93.8% | +21.1% | -114.9% | -93.2% |
| YTD | -98.0% | +33.2% | -131.2% | -97.7% |
| 1Y | -98.2% | +67.8% | -165.9% | -97.5% |
| All | -99.9% | +36.7% | -136.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling