+102.1%
KNX vs DECK
+753.0%
-650.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +2.6% |
| 7D | +9.2% | +0.1% | +9.1% | +9.2% |
| 30D | +0.9% | +4.8% | -3.9% | -0.4% |
| 3M | -12.7% | -6.9% | -5.8% | -11.3% |
| 6M | +7.3% | -7.6% | +14.9% | +8.8% |
| YTD | +23.1% | -16.3% | +39.4% | +26.9% |
| 1Y | +47.1% | +4.5% | +42.6% | +43.2% |
| 3Y | +33.3% | -17.1% | +50.4% | +31.3% |
| 5Y | +12.1% | +21.9% | -9.8% | -3.6% |
| All | +102.1% | +753.0% | -650.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling