+37.4%
KNX vs DRI
+54.1%
-16.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.2% |
| 7D | +2.3% | -4.8% | +7.1% | +4.3% |
| 30D | +0.5% | -3.9% | +4.4% | +1.9% |
| 3M | -14.1% | +5.1% | -19.2% | -16.3% |
| 6M | +19.8% | +5.5% | +14.3% | +16.2% |
| YTD | +32.7% | +16.5% | +16.3% | +22.8% |
| 1Y | +62.3% | +2.0% | +60.3% | +58.3% |
| All | +37.4% | +54.1% | -16.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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