+35.8%
KNX vs TDY
+46.9%
-11.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -2.2% |
| 7D | -5.6% | -1.1% | -4.5% | -5.0% |
| 30D | -4.4% | -12.0% | +7.6% | +2.6% |
| 3M | -17.3% | -3.2% | -14.1% | -16.1% |
| 6M | +22.6% | -7.9% | +30.5% | +27.6% |
| YTD | +31.1% | +18.2% | +12.9% | +17.2% |
| 1Y | +60.2% | +6.7% | +53.5% | +52.0% |
| 3Y | +35.8% | +47.5% | -11.8% | +7.8% |
| All | +35.8% | +46.9% | -11.1% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling