+72.6%
TEL vs KNX
+34.6%
+38.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.0% |
| 7D | +1.6% | -5.6% | +7.2% | +3.3% |
| 30D | -0.7% | -4.4% | +3.7% | +0.6% |
| 3M | +2.4% | -17.3% | +19.8% | +7.9% |
| 6M | +4.1% | +22.6% | -18.5% | -3.0% |
| YTD | -5.8% | +31.1% | -37.0% | -14.5% |
| 1Y | +0.9% | +60.2% | -59.3% | -14.8% |
| 3Y | +72.6% | +35.8% | +36.8% | +52.6% |
| All | +72.6% | +34.6% | +38.0% | +52.6% |
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 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