+4,934.8%
KNX vs TYL
+9,000.7%
-4,065.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.0% | +7.8% | +4.3% |
| 7D | +7.4% | -3.7% | +11.1% | +7.8% |
| 30D | +2.0% | +18.7% | -16.8% | -0.3% |
| 3M | -7.9% | +18.1% | -26.0% | -10.1% |
| 6M | +14.4% | -1.1% | +15.5% | +13.8% |
| YTD | +38.9% | -19.8% | +58.7% | +41.3% |
| 1Y | +65.9% | -34.3% | +100.2% | +72.8% |
| 3Y | +35.8% | -8.2% | +44.1% | +35.4% |
| 5Y | +43.3% | -25.4% | +68.8% | +45.4% |
| 10Y | +179.6% | +115.6% | +64.0% | +150.2% |
| All | +4,934.8% | +9,000.7% | -4,065.9% | +3,140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling