-99.9%
DFNS vs KNX
+37.6%
-137.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -3.1% |
| 7D | -6.3% | -5.6% | -0.8% | -8.2% |
| 30D | -74.0% | -4.4% | -69.6% | -74.6% |
| 3M | -70.1% | -17.3% | -52.8% | -71.6% |
| 6M | -93.9% | +22.6% | -116.5% | -93.5% |
| YTD | -98.1% | +31.1% | -129.2% | -97.9% |
| 1Y | -98.3% | +60.2% | -158.5% | -98.0% |
| 3Y | -99.9% | +35.8% | -135.6% | -99.9% |
| All | -99.9% | +37.6% | -137.4% | -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 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