-99.9%
DFNS vs KNX
+57.9%
-157.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -5.5% |
| 7D | +4.6% | +2.3% | +2.3% | +5.3% |
| 30D | -73.9% | +0.5% | -74.3% | -74.0% |
| 3M | -71.7% | -14.1% | -57.6% | -72.6% |
| 6M | -94.6% | +19.8% | -114.3% | -94.3% |
| YTD | -98.1% | +32.7% | -130.8% | -97.9% |
| 1Y | -98.3% | +62.3% | -160.6% | -98.0% |
| 3Y | -99.9% | +36.8% | -136.7% | -99.9% |
| 5Y | -99.9% | +41.8% | -141.6% | -99.9% |
| All | -99.9% | +57.9% | -157.7% | -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 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