+3,168.1%
KNX vs DGX
+8,778.1%
-5,610.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.0% |
| 7D | -5.6% | -0.9% | -4.7% | -5.4% |
| 30D | -4.4% | -1.2% | -3.3% | -4.2% |
| 3M | -17.3% | +15.8% | -33.1% | -20.5% |
| 6M | +22.6% | +18.2% | +4.5% | +17.0% |
| YTD | +31.1% | +37.2% | -6.1% | +20.3% |
| 1Y | +60.2% | +30.4% | +29.9% | +48.5% |
| 3Y | +35.8% | +96.7% | -61.0% | +12.4% |
| 5Y | +38.9% | +67.2% | -28.3% | +19.2% |
| 10Y | +166.5% | +253.9% | -87.5% | +86.9% |
| All | +3,168.1% | +8,778.1% | -5,610.0% | +1,068.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling