-53.1%
TE vs KNX
+97.2%
-150.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.4% |
| 7D | +0.2% | -5.6% | +5.8% | +2.8% |
| 30D | -5.9% | -4.4% | -1.5% | -4.2% |
| 3M | -45.6% | -17.3% | -28.2% | -41.1% |
| 6M | -43.4% | +22.6% | -66.0% | -49.2% |
| YTD | -31.0% | +31.1% | -62.1% | -40.8% |
| 1Y | +145.2% | +60.2% | +85.0% | +88.8% |
| 3Y | -24.1% | +35.8% | -59.8% | -35.8% |
| 5Y | -48.1% | +38.9% | -87.1% | -56.2% |
| All | -53.1% | +97.2% | -150.2% | -60.0% |
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 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