+51.8%
KNX vs TSLQ
-97.2%
+149.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | +0.6% |
| 7D | -0.5% | +5.7% | -6.2% | +0.1% |
| 30D | +1.0% | -21.1% | +22.1% | -0.7% |
| 3M | -12.6% | -11.5% | -1.1% | -12.2% |
| 6M | +21.1% | -14.9% | +36.0% | +22.3% |
| YTD | +33.2% | +2.4% | +30.8% | +37.5% |
| 1Y | +67.8% | -49.8% | +117.6% | +63.8% |
| 3Y | +37.3% | -95.8% | +133.1% | +23.3% |
| All | +51.8% | -97.2% | +149.0% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling