+40.3%
KNX vs DOC
+20.8%
+19.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.4% |
| 7D | +7.4% | -1.5% | +8.9% | +7.9% |
| 30D | +2.0% | -4.8% | +6.7% | +3.7% |
| 3M | -7.9% | +6.9% | -14.8% | -10.2% |
| 6M | +14.4% | +20.7% | -6.4% | +6.0% |
| YTD | +38.9% | +34.1% | +4.8% | +22.6% |
| 1Y | +65.9% | +22.6% | +43.3% | +51.8% |
| All | +40.3% | +20.8% | +19.5% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling