-12.1%
DOW vs KNX
+123.8%
-135.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.4% |
| 7D | -1.4% | -5.6% | +4.2% | +1.0% |
| 30D | -3.9% | -4.4% | +0.5% | -2.4% |
| 3M | -12.7% | -17.3% | +4.6% | -6.2% |
| 6M | -13.7% | +22.6% | -36.3% | -24.1% |
| YTD | +28.4% | +31.1% | -2.8% | +8.7% |
| 1Y | +21.8% | +60.2% | -38.5% | -7.9% |
| 3Y | -35.7% | +35.8% | -71.5% | -49.1% |
| 5Y | -36.8% | +38.9% | -75.7% | -52.9% |
| All | -12.1% | +123.8% | -135.8% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling