+35.8%
KNX vs TD
+127.3%
-91.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.8% |
| 6M | +22.6% | +28.0% | -5.4% | +6.2% |
| YTD | +31.1% | +30.3% | +0.9% | +12.5% |
| 1Y | +60.2% | +59.8% | +0.4% | +23.4% |
| 3Y | +35.8% | +124.7% | -88.9% | -12.2% |
| All | +35.8% | +127.3% | -91.6% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling