+40.9%
KNX vs DG
+45.3%
-4.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.5% | -9.2% | -2.5% |
| 7D | +2.5% | +12.3% | -9.8% | -0.2% |
| 30D | -4.4% | +19.3% | -23.7% | -8.3% |
| 3M | -12.7% | +11.9% | -24.5% | -15.0% |
| 6M | +0.9% | +25.0% | -24.1% | -5.2% |
| YTD | +20.3% | +8.7% | +11.6% | +16.6% |
| 1Y | +40.9% | +44.7% | -3.8% | +31.4% |
| All | +40.9% | +45.3% | -4.3% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling