+40.9%
KNX vs TW
+20.8%
+20.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.6% |
| 7D | +2.5% | +6.0% | -3.5% | +3.2% |
| 30D | -4.4% | +18.6% | -23.0% | -2.6% |
| 3M | -12.7% | +26.5% | -39.2% | -10.2% |
| 6M | +0.9% | +13.1% | -12.2% | +4.3% |
| YTD | +20.3% | +18.5% | +1.8% | +26.3% |
| 1Y | +40.9% | +21.7% | +19.2% | +47.6% |
| All | +40.9% | +20.8% | +20.2% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling