+148.6%
TE vs KNX
+67.7%
+81.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.4% |
| 7D | -4.0% | +7.1% | -11.0% | -5.7% |
| 30D | -15.9% | +1.7% | -17.6% | -16.4% |
| 3M | -60.5% | -8.1% | -52.4% | -59.6% |
| 6M | -35.2% | +14.0% | -49.2% | -35.9% |
| YTD | -31.1% | +38.5% | -69.6% | -34.0% |
| 1Y | +148.6% | +65.4% | +83.2% | +115.1% |
| All | +148.6% | +67.7% | +81.0% | +115.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling