+35.8%
KNX vs TPG
+81.8%
-46.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -2.1% |
| 7D | -5.6% | -9.4% | +3.8% | -2.4% |
| 30D | -4.4% | -5.3% | +0.8% | -2.9% |
| 3M | -17.3% | +12.9% | -30.2% | -21.2% |
| 6M | +22.6% | +20.1% | +2.5% | +13.3% |
| YTD | +31.1% | -22.5% | +53.6% | +42.6% |
| 1Y | +60.2% | -19.7% | +79.9% | +70.7% |
| 3Y | +35.8% | +81.2% | -45.5% | +4.1% |
| All | +35.8% | +81.8% | -46.1% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling