+40.9%
KNX vs TRMB
-31.2%
+72.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -17.3% | +16.6% | +3.1% |
| 7D | +2.5% | -15.7% | +18.2% | +5.8% |
| 30D | -4.4% | -7.8% | +3.3% | -3.8% |
| 3M | -12.7% | -9.3% | -3.4% | -11.7% |
| 6M | +0.9% | -20.8% | +21.7% | +6.7% |
| YTD | +20.3% | -30.8% | +51.1% | +34.1% |
| 1Y | +40.9% | -31.0% | +71.9% | +56.5% |
| All | +40.9% | -31.2% | +72.2% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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