+41.1%
KNX vs TXT
+10.7%
+30.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +1.0% | -10.2% | +11.2% | +7.1% |
| 3M | -12.6% | -13.3% | +0.6% | -6.2% |
| 6M | +21.1% | -14.4% | +35.4% | +30.5% |
| YTD | +33.2% | -9.1% | +42.3% | +38.2% |
| 1Y | +67.8% | -2.2% | +69.9% | +67.3% |
| 3Y | +37.3% | +5.1% | +32.3% | +29.5% |
| 5Y | +41.1% | +12.8% | +28.3% | +26.3% |
| All | +41.1% | +10.7% | +30.4% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling