+9.3%
KNX vs DECK
+25.8%
-16.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.2% |
| 7D | -2.7% | +6.0% | -8.8% | -4.4% |
| 30D | -8.0% | +7.4% | -15.4% | -9.9% |
| 3M | -15.8% | -11.7% | -4.1% | -13.1% |
| 6M | -3.0% | -11.0% | +8.0% | -0.5% |
| YTD | +14.7% | -15.4% | +30.1% | +18.2% |
| 1Y | +35.0% | +7.2% | +27.8% | +30.0% |
| 3Y | +21.5% | -11.8% | +33.3% | +15.0% |
| 5Y | +9.3% | +24.3% | -15.1% | -17.5% |
| All | +9.3% | +25.8% | -16.5% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling