+60.2%
KNX vs TRMB
-28.6%
+88.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -3.0% | -2.0% |
| 7D | -5.6% | -3.0% | -2.5% | -4.7% |
| 30D | -4.4% | +2.3% | -6.7% | -5.2% |
| 3M | -17.3% | +15.3% | -32.6% | -21.9% |
| 6M | +22.6% | -14.7% | +37.3% | +29.1% |
| YTD | +31.1% | -26.4% | +57.6% | +47.7% |
| 1Y | +60.2% | -30.4% | +90.6% | +87.0% |
| All | +60.2% | -28.6% | +88.8% | +87.0% |
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