+9.6%
KNX vs DECK
+30.0%
-20.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.3% | +0.9% | +4.0% |
| 7D | -0.3% | +6.4% | -6.7% | -2.1% |
| 30D | -4.7% | +9.1% | -13.8% | -7.0% |
| 3M | -12.0% | -7.2% | -4.8% | -10.4% |
| 6M | -3.5% | -9.9% | +6.4% | -1.4% |
| YTD | +18.6% | -12.8% | +31.3% | +21.1% |
| 1Y | +34.3% | +10.6% | +23.7% | +28.2% |
| 3Y | +28.8% | -13.8% | +42.6% | +22.9% |
| 5Y | +9.6% | +27.6% | -18.0% | -18.1% |
| All | +9.6% | +30.0% | -20.4% | -18.1% |
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