+160.2%
KNX vs THC
+1,022.1%
-861.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | -4.4% | -1.2% | -3.2% | -4.3% |
| 3M | -17.3% | +52.3% | -69.6% | -22.1% |
| 6M | +22.6% | +12.4% | +10.2% | +20.0% |
| YTD | +31.1% | +32.7% | -1.5% | +25.3% |
| 1Y | +60.2% | +36.4% | +23.8% | +52.2% |
| 3Y | +35.8% | +259.3% | -223.5% | +11.7% |
| 5Y | +38.9% | +262.7% | -223.7% | +11.4% |
| All | +160.2% | +1,022.1% | -861.9% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling