+4,934.8%
KNX vs DECK
+9,261.1%
-4,326.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.6% |
| 7D | +7.4% | -2.2% | +9.6% | +7.6% |
| 30D | +2.0% | -13.6% | +15.6% | +3.4% |
| 3M | -7.9% | -21.2% | +13.4% | -5.7% |
| 6M | +14.4% | -21.1% | +35.4% | +17.0% |
| YTD | +38.9% | -17.2% | +56.1% | +41.0% |
| 1Y | +65.9% | -30.7% | +96.6% | +71.0% |
| 3Y | +35.8% | -3.4% | +39.2% | +34.0% |
| 5Y | +43.3% | +25.5% | +17.8% | +36.8% |
| 10Y | +179.6% | +714.7% | -535.0% | +125.3% |
| All | +4,934.8% | +9,261.1% | -4,326.3% | +3,596.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling