+33.3%
KNX vs DAR
+33.7%
-0.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.1% |
| 7D | +9.2% | +11.6% | -2.3% | +6.5% |
| 30D | +0.9% | -10.2% | +11.2% | +3.3% |
| 3M | -12.7% | -14.8% | +2.1% | -9.9% |
| 6M | +7.3% | -10.1% | +17.4% | +9.1% |
| YTD | +23.1% | +55.5% | -32.4% | +8.5% |
| 1Y | +47.1% | +61.7% | -14.6% | +28.1% |
| 3Y | +33.3% | +37.2% | -3.9% | +16.1% |
| All | +33.3% | +33.7% | -0.4% | +16.1% |
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