+52.7%
DRAM vs KNX
+13.5%
+39.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.3% | -6.2% | -4.8% |
| 7D | +7.9% | +9.2% | -1.3% | +2.6% |
| 30D | -15.4% | +0.9% | -16.4% | -15.9% |
| 3M | -25.5% | -12.7% | -12.8% | -19.8% |
| 6M | -22.3% | +7.3% | -29.6% | -15.7% |
| All | +52.7% | +13.5% | +39.2% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling