-50.3%
DOCS vs KNX
+66.5%
-116.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.8% | -6.5% | -4.0% |
| 7D | -1.4% | +7.4% | -8.8% | -3.7% |
| 30D | +21.8% | +2.0% | +19.9% | +20.9% |
| 3M | +27.3% | -7.9% | +35.2% | +29.7% |
| 6M | -0.3% | +14.4% | -14.7% | -7.8% |
| YTD | -40.5% | +38.9% | -79.4% | -50.0% |
| 1Y | -61.5% | +65.9% | -127.4% | -70.6% |
| 3Y | +8.2% | +35.8% | -27.7% | -12.1% |
| 5Y | -73.4% | +43.3% | -116.8% | -79.1% |
| All | -50.3% | +66.5% | -116.7% | -62.3% |
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