+40.9%
KNX vs THC
+46.1%
-5.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.6% | -10.3% | -1.3% |
| 7D | +2.5% | +8.8% | -6.4% | +1.9% |
| 30D | -4.4% | +12.6% | -17.0% | -5.1% |
| 3M | -12.7% | +15.4% | -28.0% | -13.5% |
| 6M | +0.9% | +57.7% | -56.8% | -2.9% |
| YTD | +20.3% | +47.1% | -26.7% | +18.9% |
| 1Y | +40.9% | +40.7% | +0.3% | +40.0% |
| All | +40.9% | +46.1% | -5.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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