+35.8%
KNX vs DD
+41.1%
-5.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | -5.6% | -3.5% | -2.1% | -4.1% |
| 30D | -4.4% | -11.7% | +7.2% | +0.8% |
| 3M | -17.3% | -9.2% | -8.1% | -14.1% |
| 6M | +22.6% | -7.2% | +29.8% | +25.2% |
| YTD | +31.1% | +6.6% | +24.5% | +25.1% |
| 1Y | +60.2% | +32.0% | +28.2% | +37.8% |
| 3Y | +35.8% | +42.1% | -6.4% | +10.4% |
| All | +35.8% | +41.1% | -5.4% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling