+41.1%
KNX vs DPZ
-34.0%
+75.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -0.5% | -8.6% | +8.1% | +1.9% |
| 30D | +1.0% | -11.2% | +12.2% | +4.1% |
| 3M | -12.6% | +1.4% | -14.1% | -13.6% |
| 6M | +21.1% | -19.9% | +41.0% | +28.0% |
| YTD | +33.2% | -23.0% | +56.2% | +42.1% |
| 1Y | +67.8% | -28.2% | +96.0% | +82.8% |
| 3Y | +37.3% | -14.2% | +51.5% | +39.4% |
| 5Y | +41.1% | -33.4% | +74.5% | +56.3% |
| All | +41.1% | -34.0% | +75.1% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling