+60.1%
DOCN vs KNX
+42.9%
+17.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.8% | -1.0% | +0.5% |
| 7D | +1.1% | +7.4% | -6.2% | -3.2% |
| 30D | -9.6% | +2.0% | -11.6% | -10.5% |
| 3M | -37.7% | -7.9% | -29.8% | -34.8% |
| 6M | +115.2% | +14.4% | +100.9% | +94.5% |
| YTD | +133.7% | +38.9% | +94.8% | +84.0% |
| 1Y | +250.2% | +65.9% | +184.3% | +139.8% |
| 3Y | +320.3% | +35.8% | +284.5% | +219.8% |
| All | +60.1% | +42.9% | +17.2% | +27.0% |
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