+169.7%
KNX vs TMF
-86.2%
+255.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.9% |
| 7D | +2.3% | -0.9% | +3.2% | +2.3% |
| 30D | +0.5% | -1.0% | +1.4% | +0.4% |
| 3M | -14.1% | -11.3% | -2.9% | -14.8% |
| 6M | +19.8% | -22.7% | +42.5% | +17.7% |
| YTD | +32.7% | -17.3% | +50.1% | +31.1% |
| 1Y | +62.3% | -22.5% | +84.8% | +59.7% |
| 3Y | +36.8% | -43.2% | +80.1% | +32.3% |
| 5Y | +41.8% | -88.3% | +130.1% | +8.0% |
| 10Y | +169.7% | -86.0% | +255.7% | +149.8% |
| All | +169.7% | -86.2% | +255.9% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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