+40.9%
KNX vs TXG
+406.9%
-366.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.0% |
| 7D | +2.5% | -19.3% | +21.7% | +4.4% |
| 30D | -4.4% | -30.9% | +26.5% | -1.3% |
| 3M | -12.7% | +41.1% | -53.8% | -17.6% |
| 6M | +0.9% | +211.9% | -211.0% | -16.5% |
| YTD | +20.3% | +314.0% | -293.7% | -4.1% |
| 1Y | +40.9% | +405.4% | -364.4% | +8.1% |
| All | +40.9% | +406.9% | -366.0% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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