+160.2%
KNX vs DGX
+255.3%
-95.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.1% |
| 7D | -5.6% | -0.9% | -4.7% | -5.3% |
| 30D | -4.4% | -1.2% | -3.3% | -4.1% |
| 3M | -17.3% | +15.8% | -33.1% | -21.4% |
| 6M | +22.6% | +18.2% | +4.5% | +15.4% |
| YTD | +31.1% | +37.2% | -6.1% | +17.0% |
| 1Y | +60.2% | +30.4% | +29.9% | +44.9% |
| 3Y | +35.8% | +96.7% | -61.0% | +4.1% |
| 5Y | +38.9% | +67.2% | -28.3% | +11.5% |
| All | +160.2% | +255.3% | -95.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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