+65.9%
KNX vs TPG
-6.0%
+71.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.0% |
| 7D | +7.4% | -2.4% | +9.8% | +7.9% |
| 30D | +2.0% | +11.1% | -9.1% | -0.1% |
| 3M | -7.9% | +26.3% | -34.1% | -12.1% |
| 6M | +14.4% | +18.3% | -4.0% | +10.6% |
| YTD | +38.9% | -14.4% | +53.3% | +46.1% |
| 1Y | +65.9% | -6.7% | +72.6% | +68.9% |
| All | +65.9% | -6.0% | +71.9% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling