+43.3%
KNX vs TYL
-28.2%
+71.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.5% |
| 7D | +6.4% | -7.6% | +14.0% | +8.5% |
| 30D | +1.4% | +11.3% | -9.9% | -1.8% |
| 3M | -12.0% | +14.5% | -26.5% | -15.9% |
| 6M | +25.2% | -7.1% | +32.3% | +26.5% |
| YTD | +36.6% | -23.4% | +60.0% | +46.3% |
| 1Y | +67.6% | -38.6% | +106.2% | +93.7% |
| 3Y | +40.8% | -11.3% | +52.1% | +40.7% |
| 5Y | +43.3% | -28.0% | +71.3% | +48.5% |
| All | +43.3% | -28.2% | +71.5% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling