+58.0%
KNX vs DBX
+19.3%
+38.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.1% | -3.3% |
| 7D | +2.3% | +0.3% | +2.1% | +2.2% |
| 30D | +0.5% | 0.0% | +0.5% | +0.3% |
| 3M | -14.1% | +26.1% | -40.2% | -18.7% |
| 6M | +19.8% | +29.4% | -9.6% | +12.0% |
| YTD | +32.7% | +24.4% | +8.3% | +25.1% |
| 1Y | +62.3% | +10.9% | +51.5% | +56.7% |
| 3Y | +36.8% | +24.1% | +12.8% | +26.1% |
| 5Y | +41.8% | +7.8% | +34.0% | +31.1% |
| All | +58.0% | +19.3% | +38.7% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling