+35.8%
KNX vs DGX
+96.4%
-60.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.8% |
| 7D | -5.6% | -0.9% | -4.7% | -5.5% |
| 30D | -4.4% | -1.2% | -3.3% | -4.3% |
| 3M | -17.3% | +15.8% | -33.1% | -19.4% |
| 6M | +22.6% | +18.2% | +4.5% | +19.1% |
| YTD | +31.1% | +37.2% | -6.1% | +23.3% |
| 1Y | +60.2% | +30.4% | +29.9% | +52.0% |
| 3Y | +35.8% | +96.7% | -61.0% | +6.6% |
| All | +35.8% | +96.4% | -60.7% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling