+3,330.1%
KNX vs TD
+7,715.7%
-4,385.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.3% |
| 7D | +2.3% | -1.9% | +4.2% | +3.2% |
| 30D | +0.5% | -1.6% | +2.1% | +1.1% |
| 3M | -14.1% | +4.6% | -18.8% | -16.0% |
| 6M | +19.8% | +26.8% | -7.1% | +8.1% |
| YTD | +32.7% | +28.3% | +4.4% | +19.2% |
| 1Y | +62.3% | +60.4% | +1.9% | +32.5% |
| 3Y | +36.8% | +125.7% | -88.9% | -3.8% |
| 5Y | +41.8% | +122.4% | -80.6% | -0.4% |
| 10Y | +169.7% | +297.1% | -127.4% | +46.5% |
| All | +3,330.1% | +7,715.7% | -4,385.6% | +814.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling