+1,106.1%
DIA vs KNX
+2,472.6%
-1,366.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.1% |
| 7D | -1.2% | +2.3% | -3.6% | -1.8% |
| 30D | -2.7% | +0.5% | -3.2% | -2.9% |
| 3M | +3.3% | -14.1% | +17.4% | +6.3% |
| 6M | +10.4% | +19.8% | -9.3% | +5.3% |
| YTD | +10.0% | +32.7% | -22.7% | +2.3% |
| 1Y | +16.2% | +62.3% | -46.2% | +2.9% |
| 3Y | +58.7% | +36.8% | +21.9% | +43.4% |
| 5Y | +63.6% | +41.8% | +21.8% | +44.8% |
| 10Y | +251.0% | +169.7% | +81.4% | +161.1% |
| All | +1,106.1% | +2,472.6% | -1,366.5% | +489.2% |
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