+4,850.9%
KNX vs TAP
+807.4%
+4,043.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.8% |
| 7D | +6.4% | -2.3% | +8.7% | +6.9% |
| 30D | +1.4% | -9.4% | +10.8% | +3.4% |
| 3M | -12.0% | -0.8% | -11.2% | -12.1% |
| 6M | +25.2% | -14.7% | +39.9% | +28.9% |
| YTD | +36.6% | -13.9% | +50.5% | +40.2% |
| 1Y | +67.6% | -18.6% | +86.2% | +73.9% |
| 3Y | +40.8% | -32.0% | +72.8% | +50.6% |
| 5Y | +43.3% | -1.0% | +44.3% | +41.1% |
| 10Y | +170.1% | -51.4% | +221.4% | +191.6% |
| All | +4,850.9% | +807.4% | +4,043.5% | +3,679.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling