+41.8%
KNX vs THC
+258.2%
-216.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -3.6% |
| 7D | +2.3% | +4.1% | -1.8% | +1.5% |
| 30D | +0.5% | +3.5% | -3.1% | -0.2% |
| 3M | -14.1% | +61.7% | -75.9% | -22.5% |
| 6M | +19.8% | +11.8% | +7.9% | +16.3% |
| YTD | +32.7% | +35.4% | -2.7% | +23.5% |
| 1Y | +62.3% | +37.0% | +25.3% | +50.1% |
| 3Y | +36.8% | +260.1% | -223.2% | -1.8% |
| 5Y | +41.8% | +262.6% | -220.8% | -7.7% |
| All | +41.8% | +258.2% | -216.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling