+44.6%
DLR vs KNX
+37.6%
+7.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.1% |
| 7D | +0.1% | -5.6% | +5.7% | +1.4% |
| 30D | -4.3% | -4.4% | +0.1% | -3.4% |
| 3M | +3.8% | -17.3% | +21.2% | +8.2% |
| 6M | +5.8% | +22.6% | -16.8% | -0.5% |
| YTD | +23.5% | +31.1% | -7.6% | +13.5% |
| 1Y | +11.1% | +60.2% | -49.1% | -4.1% |
| 3Y | +57.9% | +35.8% | +22.1% | +38.9% |
| All | +44.6% | +37.6% | +7.0% | +19.4% |
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