+169.7%
KNX vs TYL
+102.8%
+66.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | +2.3% | -8.6% | +10.9% | +4.8% |
| 30D | +0.5% | +7.5% | -7.1% | -1.9% |
| 3M | -14.1% | +10.9% | -25.1% | -17.5% |
| 6M | +19.8% | -6.7% | +26.5% | +20.5% |
| YTD | +32.7% | -24.5% | +57.2% | +41.7% |
| 1Y | +62.3% | -38.6% | +101.0% | +85.4% |
| 3Y | +36.8% | -12.6% | +49.5% | +36.9% |
| 5Y | +41.8% | -28.2% | +70.0% | +46.5% |
| 10Y | +169.7% | +104.0% | +65.7% | +88.2% |
| All | +169.7% | +102.8% | +66.9% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling