+6.3%
KNX vs DOC
-21.4%
+27.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | -3.9% | +6.5% | -10.3% | -6.3% |
| 30D | -8.2% | +9.2% | -17.4% | -11.5% |
| 3M | -15.4% | -2.5% | -13.0% | -14.8% |
| 6M | -8.6% | +7.1% | -15.7% | -11.6% |
| YTD | +12.7% | +33.0% | -20.3% | -1.8% |
| 1Y | +33.4% | +23.3% | +10.1% | +20.1% |
| 3Y | +19.6% | +44.9% | -25.3% | -1.3% |
| All | +6.3% | -21.4% | +27.8% | +18.3% |
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 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