+182.1%
KNX vs TRU
+228.8%
-46.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -5.6% | -2.7% | -2.9% | -4.7% |
| 30D | -4.4% | -2.0% | -2.4% | -4.0% |
| 3M | -17.3% | +18.4% | -35.8% | -22.9% |
| 6M | +22.6% | +8.9% | +13.8% | +17.1% |
| YTD | +31.1% | -8.9% | +40.1% | +32.5% |
| 1Y | +60.2% | -15.9% | +76.1% | +65.7% |
| 3Y | +35.8% | -1.1% | +36.8% | +28.1% |
| 5Y | +38.9% | -35.2% | +74.1% | +48.1% |
| 10Y | +166.5% | +145.3% | +21.2% | +78.8% |
| All | +182.1% | +228.8% | -46.7% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling