+41.8%
KNX vs D
+5.1%
+36.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.4% |
| 7D | +2.3% | -0.4% | +2.8% | +2.4% |
| 30D | +0.5% | -2.1% | +2.5% | +0.9% |
| 3M | -14.1% | -0.7% | -13.4% | -14.0% |
| 6M | +19.8% | +5.6% | +14.2% | +17.8% |
| YTD | +32.7% | +14.6% | +18.2% | +27.8% |
| 1Y | +62.3% | +15.3% | +47.0% | +55.6% |
| 3Y | +36.8% | +59.1% | -22.3% | +18.4% |
| 5Y | +41.8% | +3.9% | +37.9% | +38.4% |
| All | +41.8% | +5.1% | +36.7% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling