+883.9%
KNX vs TRI
+499.2%
+384.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.8% |
| 7D | -0.5% | -14.4% | +13.9% | +5.0% |
| 30D | +1.0% | -8.1% | +9.1% | +3.5% |
| 3M | -12.6% | +17.5% | -30.2% | -19.5% |
| 6M | +21.1% | -5.0% | +26.0% | +19.3% |
| YTD | +33.2% | -24.7% | +57.9% | +41.5% |
| 1Y | +67.8% | -41.5% | +109.3% | +97.3% |
| 3Y | +37.3% | -20.3% | +57.7% | +37.5% |
| 5Y | +41.1% | -10.9% | +52.0% | +32.9% |
| 10Y | +170.6% | +190.6% | -20.0% | +44.5% |
| All | +883.9% | +499.2% | +384.7% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling