+4,850.9%
KNX vs DD
+711.3%
+4,139.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.4% | -0.6% | +7.0% | +6.6% |
| 30D | +1.4% | -7.4% | +8.8% | +4.3% |
| 3M | -12.0% | -6.4% | -5.6% | -10.1% |
| 6M | +25.2% | -2.5% | +27.6% | +25.3% |
| YTD | +36.6% | +10.2% | +26.3% | +30.6% |
| 1Y | +67.6% | +36.9% | +30.7% | +47.5% |
| 3Y | +40.8% | +47.0% | -6.2% | +19.0% |
| 5Y | +43.3% | +63.1% | -19.8% | +15.3% |
| 10Y | +170.1% | +68.2% | +101.9% | +102.7% |
| All | +4,850.9% | +711.3% | +4,139.6% | +1,808.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling