+475.0%
DINO vs KNX
+166.7%
+308.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +2.3% | -5.6% | +7.9% | +4.2% |
| 30D | +22.6% | -4.4% | +27.1% | +24.3% |
| 3M | +55.2% | -17.3% | +72.6% | +64.8% |
| 6M | +93.8% | +22.6% | +71.1% | +77.1% |
| YTD | +139.5% | +31.1% | +108.4% | +112.5% |
| 1Y | +115.3% | +60.2% | +55.1% | +75.2% |
| 3Y | +98.8% | +35.8% | +63.0% | +68.2% |
| 5Y | +333.5% | +38.9% | +294.6% | +250.3% |
| All | +475.0% | +166.7% | +308.2% | +221.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling