+1,116.0%
KDP vs KNX
+403.5%
+712.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.1% |
| 7D | +2.1% | +6.4% | -4.3% | +1.0% |
| 30D | +8.5% | +1.4% | +7.1% | +8.1% |
| 3M | +6.6% | -12.0% | +18.6% | +8.6% |
| 6M | +17.1% | +25.2% | -8.1% | +12.2% |
| YTD | +19.0% | +36.6% | -17.5% | +12.2% |
| 1Y | +21.8% | +67.6% | -45.8% | +10.4% |
| 3Y | +6.4% | +40.8% | -34.4% | -2.5% |
| 5Y | +5.1% | +43.3% | -38.2% | -5.4% |
| 10Y | +175.8% | +170.1% | +5.7% | +106.9% |
| All | +1,116.0% | +403.5% | +712.5% | +581.3% |
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