+40.9%
KNX vs TCOM
-39.6%
+80.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -0.5% |
| 7D | +2.5% | +10.7% | -8.2% | +3.1% |
| 30D | -4.4% | +10.1% | -14.5% | -3.9% |
| 3M | -12.7% | -8.9% | -3.8% | -13.0% |
| 6M | +0.9% | -19.2% | +20.1% | +1.5% |
| YTD | +20.3% | -40.6% | +61.0% | +22.8% |
| 1Y | +40.9% | -39.0% | +80.0% | +43.0% |
| All | +40.9% | -39.6% | +80.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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