+4,362.0%
KNX vs D
+1,459.5%
+2,902.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +9.2% | -1.4% | +10.6% | +9.7% |
| 30D | +0.9% | +7.7% | -6.8% | -1.7% |
| 3M | -12.7% | -0.3% | -12.4% | -12.7% |
| 6M | +7.3% | +10.1% | -2.7% | +3.4% |
| YTD | +23.1% | +19.1% | +4.0% | +15.2% |
| 1Y | +47.1% | +15.9% | +31.2% | +38.7% |
| 3Y | +33.3% | +75.0% | -41.7% | +7.3% |
| 5Y | +12.1% | +13.4% | -1.3% | +3.7% |
| 10Y | +106.9% | +47.5% | +59.4% | +69.3% |
| All | +4,362.0% | +1,459.5% | +2,902.5% | +1,933.2% |
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