+38.7%
KNX vs DAR
-9.0%
+47.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.1% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -4.4% | +2.6% | -7.1% | -5.2% |
| 3M | -17.3% | +14.2% | -31.6% | -20.4% |
| 6M | +22.6% | +17.2% | +5.4% | +17.0% |
| YTD | +31.1% | +80.9% | -49.7% | +11.8% |
| 1Y | +60.2% | +104.0% | -43.8% | +31.5% |
| 3Y | +35.8% | +3.6% | +32.1% | +28.2% |
| All | +38.7% | -9.0% | +47.7% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling