+160.2%
KNX vs TD
+306.3%
-146.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.9% |
| 7D | -5.6% | -0.5% | -5.0% | -5.3% |
| 30D | -4.4% | -1.9% | -2.5% | -3.5% |
| 3M | -17.3% | +4.8% | -22.1% | -19.6% |
| 6M | +22.6% | +28.0% | -5.4% | +7.3% |
| YTD | +31.1% | +30.3% | +0.9% | +13.8% |
| 1Y | +60.2% | +59.8% | +0.4% | +24.7% |
| 3Y | +35.8% | +124.7% | -88.9% | -12.3% |
| 5Y | +38.9% | +127.0% | -88.0% | -11.6% |
| All | +160.2% | +306.3% | -146.1% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling