+40.9%
KNX vs TECK
+59.3%
-18.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.5% |
| 7D | +2.5% | +2.3% | +0.2% | +2.0% |
| 30D | -4.4% | -5.0% | +0.6% | -3.7% |
| 3M | -12.7% | -0.3% | -12.4% | -12.9% |
| 6M | +0.9% | +13.9% | -13.0% | -3.4% |
| YTD | +20.3% | +35.2% | -14.9% | +9.7% |
| 1Y | +40.9% | +57.5% | -16.6% | +22.4% |
| All | +40.9% | +59.3% | -18.3% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling