+179.7%
KNX vs DOC
-2.1%
+181.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.3% |
| 7D | +7.4% | -1.5% | +8.9% | +7.8% |
| 30D | +2.0% | -4.8% | +6.7% | +3.5% |
| 3M | -7.9% | +6.9% | -14.8% | -9.9% |
| 6M | +14.4% | +20.7% | -6.4% | +7.1% |
| YTD | +38.9% | +34.1% | +4.8% | +25.4% |
| 1Y | +65.9% | +22.6% | +43.3% | +53.9% |
| 3Y | +35.8% | +20.8% | +15.0% | +25.7% |
| 5Y | +43.3% | -24.9% | +68.2% | +50.1% |
| All | +179.7% | -2.1% | +181.8% | +159.0% |
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