+102.1%
KNX vs DOC
+21.2%
+80.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | +9.2% | -0.9% | +10.1% | +9.6% |
| 30D | +0.9% | +7.7% | -6.8% | -1.5% |
| 3M | -12.7% | -2.0% | -10.7% | -12.3% |
| 6M | +7.3% | +5.9% | +1.5% | +5.1% |
| YTD | +23.1% | +31.8% | -8.7% | +11.4% |
| 1Y | +47.1% | +22.5% | +24.5% | +36.2% |
| 3Y | +33.3% | +54.7% | -21.5% | +14.2% |
| 5Y | +12.1% | -21.3% | +33.4% | +16.2% |
| All | +102.1% | +21.2% | +80.9% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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