-53.4%
TE vs KNX
+100.2%
-153.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.9% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | -16.3% | +1.0% | -17.3% | -17.1% |
| 3M | -40.8% | -12.6% | -28.1% | -37.4% |
| 6M | -42.6% | +21.1% | -63.7% | -48.2% |
| YTD | -31.4% | +33.2% | -64.6% | -41.6% |
| 1Y | +144.9% | +67.8% | +77.1% | +84.4% |
| 3Y | -26.0% | +37.3% | -63.3% | -37.9% |
| 5Y | -48.5% | +41.1% | -89.6% | -56.8% |
| All | -53.4% | +100.2% | -153.6% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling