+94.0%
TFC vs KNX
+34.6%
+59.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.7% |
| 7D | -2.4% | -5.6% | +3.2% | -0.5% |
| 30D | -3.4% | -4.4% | +1.0% | -2.0% |
| 3M | +0.4% | -17.3% | +17.8% | +6.9% |
| 6M | +12.7% | +22.6% | -9.9% | +3.0% |
| YTD | +5.6% | +31.1% | -25.6% | -6.4% |
| 1Y | +16.0% | +60.2% | -44.2% | -6.0% |
| 3Y | +94.0% | +35.8% | +58.2% | +68.5% |
| All | +94.0% | +34.6% | +59.4% | +68.5% |
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