+120.4%
KNX vs TW
+206.7%
-86.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -5.6% | -4.5% | -1.1% | -4.9% |
| 30D | -4.4% | -2.3% | -2.1% | -4.1% |
| 3M | -17.3% | +2.6% | -19.9% | -18.0% |
| 6M | +22.6% | -17.5% | +40.2% | +26.4% |
| YTD | +31.1% | -5.3% | +36.5% | +31.2% |
| 1Y | +60.2% | -14.8% | +75.0% | +63.6% |
| 3Y | +35.8% | +18.8% | +16.9% | +25.5% |
| 5Y | +38.9% | +20.7% | +18.2% | +25.2% |
| All | +120.4% | +206.7% | -86.3% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling