+40.9%
KNX vs TYL
-10.1%
+51.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.7% |
| 7D | +2.5% | +17.3% | -14.8% | +2.5% |
| 30D | -4.4% | +28.9% | -33.3% | -4.3% |
| 3M | -12.7% | +35.1% | -47.7% | -12.7% |
| 6M | +0.9% | +29.3% | -28.4% | +1.1% |
| YTD | +20.3% | -6.8% | +27.1% | +31.0% |
| 1Y | +40.9% | -9.9% | +50.8% | +54.6% |
| All | +40.9% | -10.1% | +51.0% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling