+17,231.3%
DHR vs KNX
+4,983.8%
+12,247.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -3.6% | -5.6% | +2.0% | -2.4% |
| 30D | -2.7% | -4.4% | +1.7% | -1.9% |
| 3M | +10.9% | -17.3% | +28.3% | +15.1% |
| 6M | +3.0% | +22.6% | -19.6% | -2.6% |
| YTD | -12.2% | +31.1% | -43.4% | -18.4% |
| 1Y | +3.3% | +60.2% | -56.9% | -8.7% |
| 3Y | -8.2% | +35.8% | -44.0% | -17.0% |
| 5Y | -29.9% | +38.9% | -68.8% | -37.4% |
| 10Y | +208.5% | +166.5% | +42.0% | +129.6% |
| All | +17,231.3% | +4,983.8% | +12,247.6% | +8,759.1% |
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