+116.4%
DOCN vs KNX
+45.0%
+71.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.7% | -6.4% | -6.9% |
| 7D | -20.0% | +2.5% | -22.5% | -20.6% |
| 30D | -38.8% | -4.4% | -34.4% | -37.9% |
| 3M | -34.8% | -12.7% | -22.1% | -32.2% |
| 6M | -22.8% | +0.9% | -23.7% | -21.0% |
| YTD | +74.6% | +20.3% | +54.3% | +65.0% |
| 1Y | +116.4% | +40.9% | +75.5% | +93.7% |
| All | +116.4% | +45.0% | +71.5% | +93.7% |
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