+4,850.9%
KNX vs DAR
+1,479.1%
+3,371.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -1.9% |
| 7D | +6.4% | -0.9% | +7.3% | +6.4% |
| 30D | +1.4% | +13.0% | -11.6% | +0.3% |
| 3M | -12.0% | +15.0% | -27.0% | -13.2% |
| 6M | +25.2% | +26.8% | -1.7% | +22.4% |
| YTD | +36.6% | +86.4% | -49.8% | +29.3% |
| 1Y | +67.6% | +115.1% | -47.5% | +56.5% |
| 3Y | +40.8% | +14.6% | +26.2% | +37.2% |
| 5Y | +43.3% | -8.8% | +52.1% | +41.2% |
| 10Y | +170.1% | +356.5% | -186.4% | +133.8% |
| All | +4,850.9% | +1,479.1% | +3,371.8% | +3,649.7% |
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