+9.3%
KNX vs DOC
-22.1%
+31.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | -2.7% | +6.2% | -9.0% | -5.1% |
| 30D | -8.0% | +6.5% | -14.5% | -10.4% |
| 3M | -15.8% | -6.2% | -9.5% | -13.7% |
| 6M | -3.0% | +25.6% | -28.6% | -12.6% |
| YTD | +14.7% | +32.1% | -17.3% | +0.3% |
| 1Y | +35.0% | +20.3% | +14.8% | +23.0% |
| 3Y | +21.5% | +42.7% | -21.2% | +1.0% |
| 5Y | +9.3% | -22.2% | +31.4% | +22.0% |
| All | +9.3% | -22.1% | +31.3% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling