+38.7%
KNX vs TAP
-0.1%
+38.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | -5.6% | -3.9% | -1.7% | -4.4% |
| 30D | -4.4% | -5.3% | +0.9% | -3.0% |
| 3M | -17.3% | -3.8% | -13.5% | -16.6% |
| 6M | +22.6% | -11.4% | +34.0% | +26.7% |
| YTD | +31.1% | -13.7% | +44.9% | +36.4% |
| 1Y | +60.2% | -17.2% | +77.4% | +68.6% |
| 3Y | +35.8% | -33.1% | +68.8% | +51.0% |
| All | +38.7% | -0.1% | +38.8% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling