+411.1%
KNX vs TMF
-72.0%
+483.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.2% |
| 7D | +9.2% | -9.3% | +18.5% | +8.0% |
| 30D | +0.9% | +1.9% | -1.0% | +1.2% |
| 3M | -12.7% | -11.2% | -1.5% | -13.8% |
| 6M | +7.3% | -17.7% | +25.0% | +5.0% |
| YTD | +23.1% | -24.5% | +47.6% | +19.2% |
| 1Y | +47.1% | -29.4% | +76.5% | +41.2% |
| 3Y | +33.3% | -33.4% | +66.7% | +29.5% |
| 5Y | +12.1% | -88.7% | +100.8% | -16.9% |
| 10Y | +106.9% | -82.5% | +189.3% | +84.5% |
| All | +411.1% | -72.0% | +483.1% | +473.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling