+13.6%
KNX vs DECK
+20.9%
-7.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 3M | -12.7% | -6.9% | -5.8% | -11.2% |
| 6M | +7.3% | -7.6% | +14.9% | +8.9% |
| YTD | +23.1% | -16.3% | +39.4% | +27.2% |
| 1Y | +47.1% | +4.5% | +42.6% | +42.7% |
| 3Y | +33.3% | -17.1% | +50.4% | +28.6% |
| All | +13.6% | +20.9% | -7.3% | -15.2% |
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