+102.1%
KNX vs THC
+1,813.2%
-1,711.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | +9.2% | +1.0% | +8.3% | +9.1% |
| 30D | +0.9% | +5.3% | -4.4% | +0.1% |
| 3M | -12.7% | +7.1% | -19.8% | -13.7% |
| 6M | +7.3% | +46.0% | -38.7% | +1.1% |
| YTD | +23.1% | +43.9% | -20.8% | +15.8% |
| 1Y | +47.1% | +45.4% | +1.6% | +38.0% |
| 3Y | +33.3% | +421.3% | -388.0% | +2.9% |
| 5Y | +12.1% | +261.5% | -249.4% | -11.5% |
| All | +102.1% | +1,813.2% | -1,711.1% | +30.0% |
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 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