+37.9%
KNX vs TXT
+4.6%
+33.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.9% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +1.0% | -10.2% | +11.2% | +7.4% |
| 3M | -12.6% | -13.3% | +0.6% | -5.9% |
| 6M | +21.1% | -14.4% | +35.4% | +30.9% |
| YTD | +33.2% | -9.1% | +42.3% | +38.0% |
| 1Y | +67.8% | -2.2% | +69.9% | +66.0% |
| All | +37.9% | +4.6% | +33.3% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling