+169.5%
KDP vs KNX
+166.7%
+2.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -3.7% | -5.6% | +1.9% | -3.1% |
| 30D | +6.2% | -4.4% | +10.6% | +6.7% |
| 3M | +1.2% | -17.3% | +18.6% | +3.2% |
| 6M | +15.3% | +22.6% | -7.3% | +12.5% |
| YTD | +14.8% | +31.1% | -16.3% | +11.0% |
| 1Y | +17.6% | +60.2% | -42.6% | +11.0% |
| 3Y | +2.1% | +35.8% | -33.6% | -3.0% |
| 5Y | +2.7% | +38.9% | -36.2% | -3.5% |
| All | +169.5% | +166.7% | +2.8% | +139.5% |
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