-37.4%
DOCS vs KNX
+34.3%
-71.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +1.8% |
| 7D | 0.0% | -0.3% | +0.3% | -0.1% |
| 30D | +7.8% | -4.7% | +12.5% | +7.0% |
| 3M | +20.0% | -12.0% | +31.9% | +17.7% |
| 6M | +26.5% | -3.5% | +30.1% | +32.1% |
| YTD | -25.8% | +18.6% | -44.3% | -28.4% |
| All | -37.4% | +34.3% | -71.8% | -44.8% |
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