-24.1%
TE vs KNX
+34.6%
-58.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.6% |
| 7D | +0.2% | -5.6% | +5.8% | +3.8% |
| 30D | -5.9% | -4.4% | -1.5% | -3.6% |
| 3M | -45.6% | -17.3% | -28.2% | -39.1% |
| 6M | -43.4% | +22.6% | -66.0% | -52.1% |
| YTD | -31.0% | +31.1% | -62.1% | -45.8% |
| 1Y | +145.2% | +60.2% | +85.0% | +59.3% |
| 3Y | -24.1% | +35.8% | -59.8% | -38.8% |
| All | -24.1% | +34.6% | -58.6% | -38.8% |
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 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