+3.0%
KDP vs KNX
+41.5%
-38.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -4.3% | -0.5% | -3.8% | -4.3% |
| 30D | +7.8% | +1.0% | +6.8% | +7.6% |
| 3M | -0.1% | -12.6% | +12.6% | +1.4% |
| 6M | +14.0% | +21.1% | -7.1% | +11.1% |
| YTD | +15.1% | +33.2% | -18.1% | +10.6% |
| 1Y | +18.5% | +67.8% | -49.3% | +10.3% |
| 3Y | +2.9% | +37.3% | -34.4% | -3.2% |
| 5Y | +3.0% | +41.1% | -38.1% | -2.9% |
| All | +3.0% | +41.5% | -38.5% | -2.9% |
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