+371.8%
DOCN vs KNX
+39.7%
+332.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.7% | +14.3% | +13.5% |
| 7D | +16.3% | +6.4% | +9.9% | +12.7% |
| 30D | +2.0% | +1.4% | +0.7% | +1.5% |
| 3M | -25.2% | -12.0% | -13.1% | -20.5% |
| 6M | +132.7% | +25.2% | +107.5% | +105.5% |
| YTD | +163.3% | +36.6% | +126.7% | +118.4% |
| 1Y | +280.3% | +67.6% | +212.7% | +175.9% |
| 3Y | +371.8% | +40.8% | +331.0% | +288.3% |
| All | +371.8% | +39.7% | +332.1% | +288.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling