-61.8%
JD vs KNX
+41.5%
-103.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -15.4% | +1.0% | -16.4% | -15.8% |
| 3M | -5.0% | -12.6% | +7.6% | -1.9% |
| 6M | +0.9% | +21.1% | -20.2% | -7.0% |
| YTD | -2.5% | +33.2% | -35.7% | -13.9% |
| 1Y | -16.0% | +67.8% | -83.8% | -32.6% |
| 3Y | -8.5% | +37.3% | -45.9% | -23.5% |
| 5Y | -61.8% | +41.1% | -102.8% | -68.9% |
| All | -61.8% | +41.5% | -103.2% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling