+37.4%
KNX vs DAR
+9.6%
+27.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +0.5% | +7.4% | -7.0% | -1.4% |
| 3M | -14.1% | +15.7% | -29.8% | -17.4% |
| 6M | +19.8% | +30.0% | -10.3% | +11.5% |
| YTD | +32.7% | +87.5% | -54.8% | +12.6% |
| 1Y | +62.3% | +113.4% | -51.0% | +32.3% |
| All | +37.4% | +9.6% | +27.8% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling