+1,044.8%
KNX vs TECK
+2,066.2%
-1,021.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.7% | +1.3% |
| 7D | -0.5% | -4.2% | +3.8% | +0.1% |
| 30D | +1.0% | -0.4% | +1.4% | +1.0% |
| 3M | -12.6% | +10.1% | -22.8% | -14.3% |
| 6M | +21.1% | +26.0% | -4.9% | +15.9% |
| YTD | +33.2% | +38.0% | -4.8% | +25.3% |
| 1Y | +67.8% | +63.8% | +4.0% | +53.3% |
| 3Y | +37.3% | +68.5% | -31.2% | +22.8% |
| 5Y | +41.1% | +179.2% | -138.1% | +13.3% |
| 10Y | +170.6% | +358.6% | -188.0% | +84.5% |
| All | +1,044.8% | +2,066.2% | -1,021.4% | +568.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling