+309.3%
TEL vs KNX
+166.7%
+142.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.1% |
| 7D | +1.6% | -5.6% | +7.2% | +3.6% |
| 30D | -0.7% | -4.4% | +3.7% | +0.8% |
| 3M | +2.4% | -17.3% | +19.8% | +8.8% |
| 6M | +4.1% | +22.6% | -18.5% | -4.1% |
| YTD | -5.8% | +31.1% | -37.0% | -15.7% |
| 1Y | +0.9% | +60.2% | -59.3% | -16.7% |
| 3Y | +72.6% | +35.8% | +36.8% | +47.3% |
| 5Y | +57.5% | +38.9% | +18.6% | +31.8% |
| All | +309.3% | +166.7% | +142.6% | +174.8% |
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 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