+41.1%
KNX vs DRI
+63.5%
-22.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.7% |
| 7D | -0.5% | -4.8% | +4.3% | +1.5% |
| 30D | +1.0% | -5.2% | +6.2% | +3.0% |
| 3M | -12.6% | +2.7% | -15.4% | -14.1% |
| 6M | +21.1% | +3.6% | +17.5% | +18.4% |
| YTD | +33.2% | +15.4% | +17.8% | +23.9% |
| 1Y | +67.8% | +1.3% | +66.5% | +64.5% |
| 3Y | +37.3% | +53.1% | -15.8% | +12.3% |
| 5Y | +41.1% | +64.6% | -23.5% | +8.4% |
| All | +41.1% | +63.5% | -22.4% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling