+38.7%
KNX vs TCOM
+29.4%
+9.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.6% |
| 7D | -5.6% | -4.9% | -0.7% | -5.2% |
| 30D | -4.4% | -14.4% | +10.0% | -3.1% |
| 3M | -17.3% | -17.7% | +0.3% | -16.1% |
| 6M | +22.6% | -25.1% | +47.7% | +25.6% |
| YTD | +31.1% | -45.7% | +76.9% | +38.5% |
| 1Y | +60.2% | -47.9% | +108.1% | +69.8% |
| 3Y | +35.8% | +8.9% | +26.8% | +31.3% |
| All | +38.7% | +29.4% | +9.3% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling