+58.9%
DIA vs KNX
+34.6%
+24.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -1.6% | -5.6% | +4.0% | -0.5% |
| 30D | -2.0% | -4.4% | +2.4% | -1.3% |
| 3M | +3.6% | -17.3% | +20.9% | +7.2% |
| 6M | +11.5% | +22.6% | -11.1% | +6.0% |
| YTD | +10.4% | +31.1% | -20.8% | +3.1% |
| 1Y | +15.6% | +60.2% | -44.6% | +2.8% |
| 3Y | +58.9% | +35.8% | +23.1% | +45.9% |
| All | +58.9% | +34.6% | +24.3% | +45.9% |
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