+4,727.8%
KNX vs DTE
+2,533.3%
+2,194.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -0.5% | -2.0% | +1.5% | +0.2% |
| 30D | +1.0% | -2.4% | +3.4% | +1.8% |
| 3M | -12.6% | -7.3% | -5.3% | -10.5% |
| 6M | +21.1% | -7.6% | +28.7% | +24.0% |
| YTD | +33.2% | +5.8% | +27.4% | +30.1% |
| 1Y | +67.8% | +2.3% | +65.4% | +65.6% |
| 3Y | +37.3% | +45.0% | -7.7% | +19.2% |
| 5Y | +41.1% | +33.2% | +7.9% | +25.2% |
| 10Y | +170.6% | +141.4% | +29.2% | +88.1% |
| All | +4,727.8% | +2,533.3% | +2,194.5% | +2,001.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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