+24.7%
KNX vs TLN
+574.4%
-549.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.6% | -1.3% | -4.2% | -5.5% |
| 30D | -4.4% | -14.3% | +9.9% | -3.0% |
| 3M | -17.3% | -9.3% | -8.0% | -16.9% |
| 6M | +22.6% | -1.1% | +23.7% | +21.7% |
| YTD | +31.1% | -16.6% | +47.7% | +31.9% |
| 1Y | +60.2% | -22.0% | +82.2% | +61.9% |
| 3Y | +35.8% | +470.2% | -434.4% | +12.0% |
| All | +24.7% | +574.4% | -549.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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