+40.8%
KNX vs TMF
-42.4%
+83.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +6.4% | +1.0% | +5.4% | +6.3% |
| 30D | +1.4% | -1.8% | +3.2% | +1.5% |
| 3M | -12.0% | -8.2% | -3.8% | -11.5% |
| 6M | +25.2% | -19.5% | +44.7% | +26.9% |
| YTD | +36.6% | -16.0% | +52.5% | +38.2% |
| 1Y | +67.6% | -22.5% | +90.1% | +70.2% |
| 3Y | +40.8% | -42.3% | +83.1% | +41.4% |
| All | +40.8% | -42.4% | +83.2% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling