+37.4%
KNX vs TAP
-33.0%
+70.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | +2.3% | -5.1% | +7.4% | +3.9% |
| 30D | +0.5% | -8.4% | +8.9% | +3.0% |
| 3M | -14.1% | -3.9% | -10.2% | -13.4% |
| 6M | +19.8% | -14.4% | +34.1% | +25.1% |
| YTD | +32.7% | -14.7% | +47.5% | +38.5% |
| 1Y | +62.3% | -18.7% | +81.0% | +71.8% |
| All | +37.4% | -33.0% | +70.4% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling