-40.7%
DIS vs KNX
+41.5%
-82.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.6% |
| 3M | +8.1% | -12.6% | +20.8% | +12.0% |
| 6M | +5.2% | +21.1% | -15.8% | -2.5% |
| YTD | -6.3% | +33.2% | -39.5% | -16.4% |
| 1Y | -7.3% | +67.8% | -75.1% | -24.5% |
| 3Y | +33.8% | +37.3% | -3.5% | +12.7% |
| 5Y | -40.7% | +41.1% | -81.8% | -51.6% |
| All | -40.7% | +41.5% | -82.2% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling