+4,711.0%
KNX vs D
+1,400.5%
+3,310.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | +2.3% | -0.4% | +2.8% | +2.5% |
| 30D | +0.5% | -2.1% | +2.5% | +1.2% |
| 3M | -14.1% | -0.7% | -13.4% | -14.0% |
| 6M | +19.8% | +5.6% | +14.2% | +17.0% |
| YTD | +32.7% | +14.6% | +18.2% | +26.0% |
| 1Y | +62.3% | +15.3% | +47.0% | +53.3% |
| 3Y | +36.8% | +59.1% | -22.3% | +13.8% |
| 5Y | +41.8% | +3.9% | +37.9% | +35.1% |
| 10Y | +169.7% | +38.5% | +131.2% | +125.3% |
| All | +4,711.0% | +1,400.5% | +3,310.5% | +2,123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling