+114.1%
DT vs KNX
+103.9%
+10.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.2% |
| 7D | -1.6% | -5.6% | +4.0% | +0.4% |
| 30D | +3.0% | -4.4% | +7.5% | +4.5% |
| 3M | +26.5% | -17.3% | +43.8% | +34.3% |
| 6M | +35.9% | +22.6% | +13.3% | +23.9% |
| YTD | +17.8% | +31.1% | -13.3% | +3.7% |
| 1Y | +4.1% | +60.2% | -56.1% | -16.3% |
| 3Y | +5.3% | +35.8% | -30.5% | -12.7% |
| 5Y | -27.2% | +38.9% | -66.1% | -41.3% |
| All | +114.1% | +103.9% | +10.2% | +28.8% |
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