+38.7%
KNX vs TNA
-23.3%
+62.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -5.6% | -7.3% | +1.7% | -3.6% |
| 30D | -4.4% | -14.2% | +9.8% | -0.3% |
| 3M | -17.3% | -4.6% | -12.8% | -16.5% |
| 6M | +22.6% | +36.9% | -14.3% | +10.9% |
| YTD | +31.1% | +42.5% | -11.4% | +17.0% |
| 1Y | +60.2% | +45.8% | +14.4% | +40.4% |
| 3Y | +35.8% | +104.7% | -68.9% | +1.1% |
| All | +38.7% | -23.3% | +62.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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