+39.6%
DOCS vs KNX
+33.3%
+6.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | 0.0% |
| 7D | +2.6% | +9.2% | -6.7% | +1.4% |
| 30D | +11.4% | +0.9% | +10.5% | +11.2% |
| 3M | +25.4% | -12.7% | +38.1% | +27.4% |
| 6M | +42.5% | +7.3% | +35.2% | +39.4% |
| YTD | -24.7% | +23.1% | -47.8% | -30.1% |
| 1Y | -32.9% | +47.1% | -80.0% | -41.2% |
| 3Y | +39.6% | +33.3% | +6.4% | +18.7% |
| All | +39.6% | +33.3% | +6.4% | +18.7% |
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