+11.7%
KNX vs DOCU
-68.9%
+80.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.8% | 0.0% |
| 7D | 0.0% | -0.4% | +0.5% | +0.1% |
| 30D | -3.3% | +12.9% | -16.2% | -5.2% |
| 3M | -8.7% | +35.1% | -43.8% | -13.1% |
| 6M | +1.3% | +76.2% | -74.9% | -7.7% |
| YTD | +20.4% | +17.2% | +3.2% | +16.0% |
| 1Y | +42.4% | +16.4% | +26.0% | +37.2% |
| 3Y | +30.1% | +95.6% | -65.5% | +12.7% |
| 5Y | +11.7% | -68.5% | +80.2% | +1.0% |
| All | +11.7% | -68.9% | +80.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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