+38.7%
KNX vs DBX
+11.7%
+27.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.9% |
| 7D | -5.6% | +2.1% | -7.7% | -6.1% |
| 30D | -4.4% | +5.7% | -10.1% | -5.9% |
| 3M | -17.3% | +31.8% | -49.1% | -23.4% |
| 6M | +22.6% | +37.5% | -14.8% | +11.4% |
| YTD | +31.1% | +27.9% | +3.2% | +21.6% |
| 1Y | +60.2% | +15.0% | +45.2% | +52.6% |
| 3Y | +35.8% | +27.2% | +8.6% | +21.3% |
| All | +38.7% | +11.7% | +27.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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