+312.1%
KNX vs TRGP
+2,232.9%
-1,920.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.5% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -4.4% | +8.0% | -12.4% | -5.6% |
| 3M | -17.3% | +8.3% | -25.6% | -18.5% |
| 6M | +22.6% | +23.9% | -1.3% | +18.2% |
| YTD | +31.1% | +59.6% | -28.5% | +21.6% |
| 1Y | +60.2% | +79.4% | -19.2% | +45.7% |
| 3Y | +35.8% | +269.4% | -233.7% | +10.6% |
| 5Y | +38.9% | +641.6% | -602.7% | +2.0% |
| 10Y | +166.5% | +845.2% | -678.8% | +77.5% |
| All | +312.1% | +2,232.9% | -1,920.8% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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