+399.8%
KNX vs TMF
-70.3%
+470.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | 0.0% | -3.4% | +3.4% | -0.3% |
| 30D | -3.3% | +11.5% | -14.8% | -2.0% |
| 3M | -8.7% | -4.5% | -4.2% | -9.1% |
| 6M | +1.3% | -15.0% | +16.3% | -0.5% |
| YTD | +20.4% | -19.9% | +40.2% | +17.4% |
| 1Y | +42.4% | -26.6% | +69.0% | +37.4% |
| 3Y | +30.1% | -29.8% | +59.9% | +27.1% |
| 5Y | +11.7% | -88.2% | +99.9% | -16.9% |
| 10Y | +102.3% | -81.4% | +183.7% | +81.6% |
| All | +399.8% | -70.3% | +470.1% | +464.4% |
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 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