+16.5%
JD vs KNX
+166.7%
-150.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.6% |
| 7D | -4.2% | -5.6% | +1.3% | -2.7% |
| 30D | -14.4% | -4.4% | -10.0% | -13.5% |
| 3M | -3.6% | -17.3% | +13.8% | +1.1% |
| 6M | -0.3% | +22.6% | -22.9% | -7.7% |
| YTD | -2.4% | +31.1% | -33.5% | -12.1% |
| 1Y | -18.5% | +60.2% | -78.7% | -31.6% |
| 3Y | -7.0% | +35.8% | -42.8% | -19.9% |
| 5Y | -61.7% | +38.9% | -100.6% | -67.6% |
| All | +16.5% | +166.7% | -150.2% | -14.8% |
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