+45.9%
TEM vs KNX
+50.5%
-4.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.5% | -4.4% |
| 7D | -9.2% | -0.5% | -8.7% | -8.9% |
| 30D | +5.5% | +1.0% | +4.5% | +4.7% |
| 3M | +18.7% | -12.6% | +31.4% | +29.3% |
| 6M | +15.4% | +21.1% | -5.7% | -3.5% |
| YTD | -0.5% | +33.2% | -33.7% | -25.6% |
| 1Y | -24.8% | +67.8% | -92.6% | -56.3% |
| All | +45.9% | +50.5% | -4.5% | -3.0% |
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 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