+160.2%
KNX vs TXT
+107.7%
+52.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.5% |
| 7D | -5.6% | +2.5% | -8.1% | -6.6% |
| 30D | -4.4% | -8.9% | +4.4% | -0.7% |
| 3M | -17.3% | -13.6% | -3.8% | -12.5% |
| 6M | +22.6% | -13.1% | +35.7% | +29.2% |
| YTD | +31.1% | -7.0% | +38.2% | +34.0% |
| 1Y | +60.2% | -1.4% | +61.6% | +60.0% |
| 3Y | +35.8% | +7.0% | +28.8% | +30.3% |
| 5Y | +38.9% | +15.4% | +23.5% | +28.0% |
| All | +160.2% | +107.7% | +52.5% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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