+32.3%
DIS vs KNX
+36.7%
-4.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +2.2% | +1.0% | +1.2% | +1.7% |
| 3M | +8.1% | -12.6% | +20.8% | +11.2% |
| 6M | +5.2% | +21.1% | -15.8% | -0.8% |
| YTD | -6.3% | +33.2% | -39.5% | -14.3% |
| 1Y | -7.3% | +67.8% | -75.1% | -21.3% |
| All | +32.3% | +36.7% | -4.4% | +16.0% |
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 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