+70.5%
DOCN vs KNX
+39.1%
+31.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.5% |
| 7D | -19.2% | -3.9% | -15.3% | -17.0% |
| 30D | -43.1% | -8.2% | -34.9% | -40.1% |
| 3M | -40.7% | -15.4% | -25.3% | -34.8% |
| 6M | -55.0% | -8.6% | -46.4% | -53.1% |
| YTD | +50.6% | +12.7% | +37.9% | +35.7% |
| 1Y | +54.0% | +33.4% | +20.6% | +24.5% |
| 3Y | +203.9% | +19.6% | +184.3% | +152.1% |
| 5Y | -29.4% | +7.3% | -36.7% | -40.1% |
| All | +70.5% | +39.1% | +31.4% | +53.6% |
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