+120.1%
DRAM vs KNX
+25.9%
+94.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +3.3% |
| 7D | +11.0% | +6.4% | +4.6% | +7.1% |
| 30D | +20.8% | +1.4% | +19.4% | +20.3% |
| 3M | +1.0% | -12.0% | +13.0% | +6.5% |
| All | +120.1% | +25.9% | +94.2% | +125.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling