+476.7%
KNX vs TMF
-68.9%
+545.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.8% |
| 7D | +7.4% | -1.4% | +8.8% | +7.2% |
| 30D | +2.0% | -2.8% | +4.8% | +1.7% |
| 3M | -7.9% | -10.9% | +3.0% | -9.1% |
| 6M | +14.4% | -21.3% | +35.7% | +11.1% |
| YTD | +38.9% | -15.9% | +54.8% | +36.2% |
| 1Y | +65.9% | -15.7% | +81.6% | +62.9% |
| 3Y | +35.8% | -43.4% | +79.2% | +28.7% |
| 5Y | +43.3% | -87.8% | +131.1% | +7.3% |
| 10Y | +179.6% | -86.7% | +266.4% | +135.8% |
| All | +476.7% | -68.9% | +545.6% | +554.6% |
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