+60.2%
KNX vs TCOM
-46.9%
+107.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.5% |
| 7D | -5.6% | -4.9% | -0.7% | -5.8% |
| 30D | -4.4% | -14.4% | +10.0% | -5.0% |
| 3M | -17.3% | -17.7% | +0.3% | -17.5% |
| 6M | +22.6% | -25.1% | +47.7% | +22.8% |
| YTD | +31.1% | -45.7% | +76.9% | +34.1% |
| 1Y | +60.2% | -47.9% | +108.1% | +62.7% |
| All | +60.2% | -46.9% | +107.1% | +62.7% |
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