+112.2%
DT vs KNX
+106.4%
+5.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.6% |
| 7D | -0.5% | +2.3% | -2.9% | -1.4% |
| 30D | +0.1% | +0.5% | -0.4% | -0.3% |
| 3M | +24.1% | -14.1% | +38.3% | +30.0% |
| 6M | +30.1% | +19.8% | +10.3% | +19.7% |
| YTD | +16.8% | +32.7% | -16.0% | +2.3% |
| 1Y | -0.1% | +62.3% | -62.4% | -20.0% |
| 3Y | +6.8% | +36.8% | -30.0% | -11.6% |
| 5Y | -28.4% | +41.8% | -70.1% | -42.7% |
| All | +112.2% | +106.4% | +5.8% | +27.1% |
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