+51.2%
JD vs KNX
+246.9%
-195.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -0.8% | +6.4% | -7.2% | -2.5% |
| 30D | -16.0% | +1.4% | -17.4% | -16.6% |
| 3M | -3.2% | -12.0% | +8.9% | -0.3% |
| 6M | +6.1% | +25.2% | -19.1% | -2.3% |
| YTD | -0.1% | +36.6% | -36.7% | -10.9% |
| 1Y | -12.7% | +67.6% | -80.3% | -27.4% |
| 3Y | -6.3% | +40.8% | -47.1% | -19.9% |
| 5Y | -61.3% | +43.3% | -104.7% | -67.4% |
| 10Y | +17.6% | +170.1% | -152.5% | -21.6% |
| All | +51.2% | +246.9% | -195.7% | -12.9% |
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 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