+52.6%
DOCS vs KNX
+19.4%
+33.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | -0.8% | -3.9% | +3.1% | -0.2% |
| 30D | +17.4% | -8.2% | +25.6% | +18.7% |
| 3M | +57.4% | -15.4% | +72.8% | +60.7% |
| 6M | +26.5% | -8.6% | +35.2% | +27.4% |
| YTD | -26.6% | +12.7% | -39.3% | -31.1% |
| 1Y | -48.1% | +33.4% | -81.4% | -54.0% |
| 3Y | +52.6% | +19.6% | +33.0% | +31.8% |
| All | +52.6% | +19.4% | +33.2% | +31.8% |
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 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