-10.2%
DOW vs KNX
+127.3%
-137.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -4.1% | +1.0% | -5.1% | -4.9% |
| 3M | -12.4% | -12.6% | +0.2% | -8.3% |
| 6M | -10.6% | +21.1% | -31.7% | -20.9% |
| YTD | +31.1% | +33.2% | -2.1% | +10.3% |
| 1Y | +30.5% | +67.8% | -37.3% | -3.4% |
| 3Y | -34.4% | +37.3% | -71.7% | -48.3% |
| 5Y | -35.5% | +41.1% | -76.6% | -52.3% |
| All | -10.2% | +127.3% | -137.5% | -54.2% |
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