+35.8%
KNX vs TRU
-1.3%
+37.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -5.6% | -2.7% | -2.9% | -4.8% |
| 30D | -4.4% | -2.0% | -2.4% | -4.1% |
| 3M | -17.3% | +18.4% | -35.8% | -22.3% |
| 6M | +22.6% | +8.9% | +13.8% | +17.7% |
| YTD | +31.1% | -8.9% | +40.1% | +32.8% |
| 1Y | +60.2% | -15.9% | +76.1% | +65.9% |
| 3Y | +35.8% | -1.1% | +36.8% | +38.9% |
| All | +35.8% | -1.3% | +37.0% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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