+160.2%
KNX vs TSN
-4.9%
+165.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -5.6% | +3.0% | -8.6% | -6.2% |
| 30D | -4.4% | -4.2% | -0.2% | -3.7% |
| 3M | -17.3% | -3.9% | -13.4% | -17.0% |
| 6M | +22.6% | -9.8% | +32.5% | +24.4% |
| YTD | +31.1% | -7.3% | +38.4% | +32.0% |
| 1Y | +60.2% | -2.2% | +62.4% | +58.9% |
| 3Y | +35.8% | +11.9% | +23.9% | +29.6% |
| 5Y | +38.9% | -16.9% | +55.9% | +41.0% |
| All | +160.2% | -4.9% | +165.2% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling