+4,850.9%
KNX vs TXT
+812.7%
+4,038.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +6.4% | -0.2% | +6.6% | +6.5% |
| 30D | +1.4% | -11.1% | +12.5% | +5.3% |
| 3M | -12.0% | -13.0% | +0.9% | -8.3% |
| 6M | +25.2% | -16.2% | +41.4% | +32.0% |
| YTD | +36.6% | -8.7% | +45.3% | +39.9% |
| 1Y | +67.6% | -3.8% | +71.4% | +69.1% |
| 3Y | +40.8% | +5.5% | +35.3% | +37.6% |
| 5Y | +43.3% | +12.3% | +31.1% | +36.3% |
| 10Y | +170.1% | +97.4% | +72.7% | +102.7% |
| All | +4,850.9% | +812.7% | +4,038.1% | +2,171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling