+4,362.0%
KNX vs DAR
+1,217.4%
+3,144.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.2% |
| 7D | +9.2% | +11.6% | -2.3% | +8.2% |
| 30D | +0.9% | -10.2% | +11.2% | +1.8% |
| 3M | -12.7% | -14.8% | +2.1% | -11.7% |
| 6M | +7.3% | -10.1% | +17.4% | +8.0% |
| YTD | +23.1% | +55.5% | -32.4% | +18.3% |
| 1Y | +47.1% | +61.7% | -14.6% | +40.8% |
| 3Y | +33.3% | +37.2% | -3.9% | +28.2% |
| 5Y | +12.1% | -26.9% | +39.0% | +12.4% |
| 10Y | +106.9% | +314.4% | -207.5% | +80.8% |
| All | +4,362.0% | +1,217.4% | +3,144.6% | +3,328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling