-54.2%
DOCS vs KNX
+7.1%
-61.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -0.8% | -3.9% | +3.1% | +0.5% |
| 30D | +17.4% | -8.2% | +25.6% | +20.5% |
| 3M | +57.4% | -15.4% | +72.8% | +65.4% |
| 6M | +26.5% | -8.6% | +35.2% | +26.7% |
| YTD | -26.6% | +12.7% | -39.3% | -34.2% |
| 1Y | -48.1% | +33.4% | -81.4% | -57.3% |
| 3Y | +52.6% | +19.6% | +33.0% | +25.7% |
| All | -54.2% | +7.1% | -61.3% | -60.0% |
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