+160.2%
KNX vs TDY
+479.2%
-319.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -2.0% |
| 7D | -5.6% | -1.1% | -4.5% | -5.1% |
| 30D | -4.4% | -12.0% | +7.6% | +0.7% |
| 3M | -17.3% | -3.2% | -14.1% | -16.3% |
| 6M | +22.6% | -7.9% | +30.5% | +26.3% |
| YTD | +31.1% | +18.2% | +12.9% | +22.0% |
| 1Y | +60.2% | +6.7% | +53.5% | +55.3% |
| 3Y | +35.8% | +47.5% | -11.8% | +15.9% |
| 5Y | +38.9% | +39.5% | -0.6% | +19.8% |
| All | +160.2% | +479.2% | -319.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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