+62.7%
KNX vs TAP
-18.5%
+81.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -0.5% | -5.3% | +4.8% | +0.7% |
| 30D | +1.0% | -7.4% | +8.4% | +2.6% |
| 3M | -12.6% | -4.9% | -7.7% | -11.9% |
| 6M | +21.1% | -14.2% | +35.3% | +25.9% |
| YTD | +33.2% | -14.8% | +48.0% | +38.4% |
| All | +62.7% | -18.5% | +81.2% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling