+4,969.2%
KNX vs DVA
+5,118.1%
-149.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +1.0% | +1.7% | -0.7% | +0.8% |
| 3M | -12.6% | -8.7% | -4.0% | -11.9% |
| 6M | +21.1% | +19.7% | +1.4% | +17.3% |
| YTD | +33.2% | +59.6% | -26.4% | +23.8% |
| 1Y | +67.8% | +37.1% | +30.7% | +59.0% |
| 3Y | +37.3% | +89.8% | -52.5% | +23.4% |
| 5Y | +41.1% | +47.4% | -6.3% | +28.8% |
| 10Y | +170.6% | +184.9% | -14.3% | +124.2% |
| All | +4,969.2% | +5,118.1% | -149.0% | +3,643.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling