+40.9%
KNX vs DPZ
-14.7%
+55.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.2% | -1.3% |
| 7D | +2.5% | +10.1% | -7.6% | +1.4% |
| 30D | -4.4% | +14.6% | -19.0% | -5.8% |
| 3M | -12.7% | -6.8% | -5.9% | -12.5% |
| 6M | +0.9% | +4.4% | -3.5% | +0.5% |
| YTD | +20.3% | -16.8% | +37.2% | +24.6% |
| 1Y | +40.9% | -14.5% | +55.4% | +40.3% |
| All | +40.9% | -14.7% | +55.6% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 1y: compounded portfolio wealth divided by compounded DPZ 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…
1y analysis · Full analysis span regression · 6 months rolling