+687.2%
KNX vs DPZ
+5,417.8%
-4,730.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.2% |
| 7D | +7.4% | -2.5% | +9.9% | +8.1% |
| 30D | +2.0% | -7.0% | +8.9% | +3.7% |
| 3M | -7.9% | +11.6% | -19.5% | -11.2% |
| 6M | +14.4% | -15.2% | +29.5% | +18.4% |
| YTD | +38.9% | -17.2% | +56.2% | +44.5% |
| 1Y | +65.9% | -24.8% | +90.7% | +77.1% |
| 3Y | +35.8% | -8.7% | +44.5% | +35.7% |
| 5Y | +43.3% | -28.9% | +72.2% | +50.5% |
| 10Y | +179.6% | +153.6% | +26.0% | +90.5% |
| All | +687.2% | +5,417.8% | -4,730.6% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling