+1,374.2%
DUK vs KNX
+4,983.8%
-3,609.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.2% |
| 7D | -0.7% | -5.6% | +4.9% | -0.1% |
| 30D | -2.4% | -4.4% | +2.0% | -2.1% |
| 3M | -3.0% | -17.3% | +14.3% | -1.4% |
| 6M | -6.6% | +22.6% | -29.2% | -8.8% |
| YTD | +4.6% | +31.1% | -26.6% | +1.2% |
| 1Y | +1.2% | +60.2% | -59.0% | -4.2% |
| 3Y | +45.7% | +35.8% | +9.9% | +38.5% |
| 5Y | +40.3% | +38.9% | +1.4% | +32.0% |
| 10Y | +129.9% | +166.5% | -36.6% | +98.0% |
| All | +1,374.2% | +4,983.8% | -3,609.5% | +973.4% |
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