+35.8%
KNX vs TRI
-18.9%
+54.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | -5.6% | -7.9% | +2.3% | -5.4% |
| 30D | -4.4% | -4.5% | +0.1% | -4.4% |
| 3M | -17.3% | +22.1% | -39.4% | -17.6% |
| 6M | +22.6% | -2.8% | +25.4% | +23.8% |
| YTD | +31.1% | -23.4% | +54.6% | +36.8% |
| 1Y | +60.2% | -41.5% | +101.7% | +74.0% |
| 3Y | +35.8% | -19.2% | +55.0% | +31.7% |
| All | +35.8% | -18.9% | +54.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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