+4,850.9%
KNX vs THC
+588.1%
+4,262.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | +6.4% | -2.6% | +8.9% | +6.8% |
| 30D | +1.4% | -1.2% | +2.6% | +1.6% |
| 3M | -12.0% | +58.9% | -71.0% | -18.0% |
| 6M | +25.2% | +9.3% | +15.8% | +22.7% |
| YTD | +36.6% | +30.4% | +6.2% | +30.3% |
| 1Y | +67.6% | +34.6% | +33.0% | +58.8% |
| 3Y | +40.8% | +246.7% | -205.8% | +14.5% |
| 5Y | +43.3% | +244.5% | -201.2% | +13.6% |
| 10Y | +170.1% | +950.1% | -780.0% | +61.5% |
| All | +4,850.9% | +588.1% | +4,262.8% | +2,347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling