+35.8%
KNX vs TXG
+43.8%
-8.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.9% | -2.1% |
| 7D | -5.6% | +9.5% | -15.1% | -7.2% |
| 30D | -4.4% | +18.8% | -23.2% | -7.5% |
| 3M | -17.3% | +136.1% | -153.4% | -30.5% |
| 6M | +22.6% | +235.2% | -212.6% | -5.0% |
| YTD | +31.1% | +320.5% | -289.4% | -3.3% |
| 1Y | +60.2% | +425.2% | -365.0% | +11.1% |
| 3Y | +35.8% | +42.9% | -7.1% | +12.6% |
| All | +35.8% | +43.8% | -8.0% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling