+35.8%
KNX vs TSLQ
-95.6%
+131.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.6% |
| 7D | -5.6% | -6.6% | +1.0% | -6.1% |
| 30D | -4.4% | -24.3% | +19.9% | -6.2% |
| 3M | -17.3% | -3.6% | -13.7% | -16.4% |
| 6M | +22.6% | -12.0% | +34.6% | +24.1% |
| YTD | +31.1% | +1.4% | +29.8% | +34.8% |
| 1Y | +60.2% | -43.6% | +103.8% | +58.4% |
| 3Y | +35.8% | -95.4% | +131.1% | +37.7% |
| All | +35.8% | -95.6% | +131.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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