+26.5%
DOCS vs KNX
-4.4%
+31.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -2.6% |
| 7D | -0.8% | -3.9% | +3.1% | -2.0% |
| 30D | +17.4% | -8.2% | +25.6% | +13.8% |
| 3M | +57.4% | -15.4% | +72.8% | +47.6% |
| 6M | +26.5% | -8.6% | +35.2% | +39.1% |
| All | +26.5% | -4.4% | +31.0% | +39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling