+11.7%
KNX vs TMF
-88.3%
+100.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | 0.0% | -3.4% | +3.4% | +0.3% |
| 30D | -3.3% | +11.5% | -14.8% | -4.0% |
| 3M | -8.7% | -4.5% | -4.2% | -8.5% |
| 6M | +1.3% | -15.0% | +16.3% | +2.2% |
| YTD | +20.4% | -19.9% | +40.2% | +21.8% |
| 1Y | +42.4% | -26.6% | +69.0% | +44.8% |
| 3Y | +30.1% | -29.8% | +59.9% | +30.8% |
| 5Y | +11.7% | -88.2% | +99.9% | +11.7% |
| All | +11.7% | -88.3% | +100.0% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling