+62.3%
KNX vs TYL
-39.5%
+101.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.8% |
| 7D | +2.3% | -8.6% | +10.9% | +2.5% |
| 30D | +0.5% | +7.5% | -7.1% | +0.1% |
| 3M | -14.1% | +10.9% | -25.1% | -14.5% |
| 6M | +19.8% | -6.7% | +26.5% | +21.1% |
| YTD | +32.7% | -24.5% | +57.2% | +45.3% |
| 1Y | +62.3% | -38.6% | +101.0% | +92.2% |
| All | +62.3% | -39.5% | +101.8% | +92.2% |
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 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