+40.9%
KNX vs TKO
+5.6%
+35.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.6% |
| 7D | +2.5% | +11.3% | -8.8% | -0.5% |
| 30D | -4.4% | +9.3% | -13.7% | -6.7% |
| 3M | -12.7% | +5.3% | -18.0% | -14.4% |
| 6M | +0.9% | +4.9% | -4.0% | -1.8% |
| YTD | +20.3% | -6.3% | +26.6% | +22.3% |
| 1Y | +40.9% | +4.9% | +36.0% | +39.4% |
| All | +40.9% | +5.6% | +35.3% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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