+65.4%
KNX vs DD
+41.5%
+23.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +7.1% | -3.5% | +10.6% | +8.3% |
| 30D | +1.7% | -10.3% | +12.0% | +5.4% |
| 3M | -8.1% | -7.5% | -0.6% | -5.9% |
| 6M | +14.0% | -8.0% | +22.0% | +16.2% |
| YTD | +38.5% | +10.5% | +28.0% | +30.4% |
| 1Y | +65.4% | +38.3% | +27.1% | +41.8% |
| All | +65.4% | +41.5% | +23.9% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling