+65.4%
KNX vs D
+15.7%
+49.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.4% |
| 7D | +7.1% | +0.4% | +6.6% | +7.1% |
| 30D | +1.7% | -3.6% | +5.2% | +1.5% |
| 3M | -8.1% | -1.0% | -7.1% | -7.9% |
| 6M | +14.0% | +6.3% | +7.8% | +14.4% |
| YTD | +38.5% | +14.7% | +23.8% | +41.5% |
| 1Y | +65.4% | +16.9% | +48.5% | +67.0% |
| All | +65.4% | +15.7% | +49.7% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling