+38.7%
KNX vs TXG
-62.8%
+101.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.9% | -2.1% |
| 7D | -5.6% | +9.5% | -15.1% | -7.1% |
| 30D | -4.4% | +18.8% | -23.2% | -7.3% |
| 3M | -17.3% | +136.1% | -153.4% | -29.6% |
| 6M | +22.6% | +235.2% | -212.6% | -2.8% |
| YTD | +31.1% | +320.5% | -289.4% | -0.6% |
| 1Y | +60.2% | +425.2% | -365.0% | +15.2% |
| 3Y | +35.8% | +42.9% | -7.1% | +13.2% |
| All | +38.7% | -62.8% | +101.5% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling