+52.0%
TDG vs KNX
+34.6%
+17.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | -1.9% | -5.6% | +3.7% | -1.2% |
| 30D | -7.7% | -4.4% | -3.3% | -7.2% |
| 3M | -9.3% | -17.3% | +8.0% | -7.2% |
| 6M | -9.4% | +22.6% | -32.0% | -12.8% |
| YTD | -14.3% | +31.1% | -45.4% | -18.6% |
| 1Y | -11.8% | +60.2% | -72.0% | -19.5% |
| 3Y | +52.0% | +35.8% | +16.2% | +45.0% |
| All | +52.0% | +34.6% | +17.4% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling