+160.2%
KNX vs DG
+101.8%
+58.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -5.6% | -6.5% | +0.9% | -4.1% |
| 30D | -4.4% | +4.2% | -8.6% | -5.4% |
| 3M | -17.3% | +9.5% | -26.8% | -19.3% |
| 6M | +22.6% | -13.1% | +35.8% | +26.0% |
| YTD | +31.1% | -4.8% | +36.0% | +31.7% |
| 1Y | +60.2% | +20.6% | +39.6% | +51.2% |
| 3Y | +35.8% | +4.9% | +30.8% | +26.8% |
| 5Y | +38.9% | -37.9% | +76.8% | +52.9% |
| All | +160.2% | +101.8% | +58.5% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling