-38.0%
DOCS vs KNX
+42.1%
-80.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | -0.6% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +7.8% | -4.7% | +12.5% | +9.3% |
| 3M | +20.0% | -12.0% | +31.9% | +24.4% |
| 6M | +26.5% | -3.5% | +30.1% | +24.4% |
| YTD | -25.8% | +18.6% | -44.3% | -34.5% |
| 1Y | -39.5% | +34.3% | -73.8% | -49.7% |
| 3Y | +60.3% | +28.8% | +31.5% | +28.6% |
| 5Y | -57.0% | +9.6% | -66.6% | -63.6% |
| All | -38.0% | +42.1% | -80.1% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling