+42.3%
KNX vs TMF
-29.5%
+71.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | 0.0% |
| 7D | +3.8% | -8.2% | +12.0% | +5.9% |
| 30D | -2.0% | +5.3% | -7.3% | -3.6% |
| 3M | -13.2% | -8.5% | -4.7% | -11.6% |
| 6M | +3.6% | -17.2% | +20.8% | +8.2% |
| YTD | +19.1% | -23.4% | +42.6% | +28.3% |
| All | +42.3% | -29.5% | +71.8% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling