+3,609.2%
DLR vs KNX
+483.8%
+3,125.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.7% |
| 7D | +2.9% | +2.3% | +0.6% | +2.1% |
| 30D | -1.2% | +0.5% | -1.6% | -1.4% |
| 3M | +2.9% | -14.1% | +17.1% | +7.5% |
| 6M | +6.7% | +19.8% | -13.1% | -0.8% |
| YTD | +23.9% | +32.7% | -8.9% | +10.6% |
| 1Y | +18.6% | +62.3% | -43.7% | -2.0% |
| 3Y | +59.7% | +36.8% | +22.8% | +35.2% |
| 5Y | +42.1% | +41.8% | +0.3% | +16.5% |
| 10Y | +176.7% | +169.7% | +7.0% | +59.5% |
| All | +3,609.2% | +483.8% | +3,125.3% | +1,220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling