+537.0%
TDG vs KNX
+166.7%
+370.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | -1.9% | -5.6% | +3.7% | -0.5% |
| 30D | -7.7% | -4.4% | -3.3% | -6.8% |
| 3M | -9.3% | -17.3% | +8.0% | -5.5% |
| 6M | -9.4% | +22.6% | -32.0% | -15.1% |
| YTD | -14.3% | +31.1% | -45.4% | -21.5% |
| 1Y | -11.8% | +60.2% | -72.0% | -24.1% |
| 3Y | +52.0% | +35.8% | +16.2% | +33.4% |
| 5Y | +128.8% | +38.9% | +89.9% | +96.6% |
| All | +537.0% | +166.7% | +370.2% | +357.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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