+37.4%
KNX vs DPZ
-12.8%
+50.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.3% | -1.8% |
| 7D | +2.3% | -7.3% | +9.6% | +4.3% |
| 30D | +0.5% | -7.6% | +8.1% | +2.3% |
| 3M | -14.1% | +1.8% | -16.0% | -15.2% |
| 6M | +19.8% | -21.8% | +41.6% | +28.1% |
| YTD | +32.7% | -22.0% | +54.7% | +41.8% |
| 1Y | +62.3% | -28.6% | +90.9% | +78.6% |
| All | +37.4% | -12.8% | +50.2% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling