+160.2%
KNX vs DVA
+187.8%
-27.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | -5.6% | -1.3% | -4.3% | -5.3% |
| 30D | -4.4% | 0.0% | -4.4% | -4.5% |
| 3M | -17.3% | -10.9% | -6.4% | -15.8% |
| 6M | +22.6% | +17.3% | +5.4% | +16.4% |
| YTD | +31.1% | +59.8% | -28.7% | +15.1% |
| 1Y | +60.2% | +36.3% | +23.9% | +45.8% |
| 3Y | +35.8% | +88.6% | -52.9% | +11.9% |
| 5Y | +38.9% | +47.5% | -8.6% | +18.4% |
| All | +160.2% | +187.8% | -27.6% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling