+4,059.2%
KNX vs DECK
+9,471.6%
-5,412.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.5% |
| 7D | -2.7% | +6.0% | -8.8% | -3.3% |
| 30D | -8.0% | +7.4% | -15.4% | -8.7% |
| 3M | -15.8% | -11.7% | -4.1% | -14.8% |
| 6M | -3.0% | -11.0% | +8.0% | -2.0% |
| YTD | +14.7% | -15.4% | +30.1% | +16.2% |
| 1Y | +35.0% | +7.2% | +27.8% | +33.5% |
| 3Y | +21.5% | -11.8% | +33.3% | +21.1% |
| 5Y | +9.3% | +24.3% | -15.1% | +4.4% |
| 10Y | +122.0% | +907.5% | -785.5% | +76.1% |
| All | +4,059.2% | +9,471.6% | -5,412.4% | +2,945.1% |
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 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