+4,711.0%
KNX vs TSN
+434.4%
+4,276.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | +2.3% | -7.3% | +9.6% | +3.6% |
| 30D | +0.5% | -8.6% | +9.1% | +2.0% |
| 3M | -14.1% | -7.5% | -6.6% | -13.2% |
| 6M | +19.8% | -14.1% | +33.9% | +22.3% |
| YTD | +32.7% | -9.4% | +42.2% | +34.2% |
| 1Y | +62.3% | -4.1% | +66.4% | +62.1% |
| 3Y | +36.8% | +10.3% | +26.5% | +32.5% |
| 5Y | +41.8% | -19.7% | +61.5% | +44.5% |
| 10Y | +169.7% | -7.0% | +176.7% | +159.4% |
| All | +4,711.0% | +434.4% | +4,276.6% | +3,205.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling