+4,983.8%
KNX vs DRI
+7,330.2%
-2,346.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.8% |
| 7D | -5.6% | -3.2% | -2.4% | -4.7% |
| 30D | -4.4% | -7.8% | +3.4% | -2.4% |
| 3M | -17.3% | +0.4% | -17.7% | -17.7% |
| 6M | +22.6% | +4.8% | +17.8% | +20.5% |
| YTD | +31.1% | +16.7% | +14.4% | +25.0% |
| 1Y | +60.2% | +1.5% | +58.7% | +58.4% |
| 3Y | +35.8% | +56.3% | -20.5% | +18.8% |
| 5Y | +38.9% | +66.4% | -27.5% | +18.4% |
| 10Y | +166.5% | +354.6% | -188.2% | +58.5% |
| All | +4,983.8% | +7,330.2% | -2,346.4% | +1,538.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling