+561.1%
KNX vs TNA
+924.1%
-362.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -5.6% | -7.3% | +1.7% | -3.7% |
| 30D | -4.4% | -14.2% | +9.8% | -0.6% |
| 3M | -17.3% | -4.6% | -12.8% | -16.5% |
| 6M | +22.6% | +36.9% | -14.3% | +11.5% |
| YTD | +31.1% | +42.5% | -11.4% | +17.6% |
| 1Y | +60.2% | +45.8% | +14.4% | +41.3% |
| 3Y | +35.8% | +104.7% | -68.9% | +2.0% |
| 5Y | +38.9% | -21.7% | +60.6% | +20.3% |
| 10Y | +166.5% | +83.8% | +82.6% | +40.1% |
| All | +561.1% | +924.1% | -362.9% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling