+13.0%
DLR vs KNX
+45.0%
-31.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | +2.8% | +2.5% | +0.4% | +2.6% |
| 30D | +2.8% | -4.4% | +7.2% | +3.2% |
| 3M | -4.0% | -12.7% | +8.7% | -3.0% |
| 6M | -5.6% | +0.9% | -6.5% | -6.2% |
| YTD | +21.9% | +20.3% | +1.6% | +19.9% |
| 1Y | +13.0% | +40.9% | -27.9% | +9.5% |
| All | +13.0% | +45.0% | -31.9% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling