+283.6%
TJX vs KNX
+166.7%
+116.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -4.6% | -5.6% | +1.0% | -3.3% |
| 30D | -17.2% | -4.4% | -12.8% | -16.4% |
| 3M | -24.9% | -17.3% | -7.6% | -21.9% |
| 6M | -19.7% | +22.6% | -42.3% | -24.2% |
| YTD | -17.2% | +31.1% | -48.3% | -23.4% |
| 1Y | -9.4% | +60.2% | -69.6% | -20.7% |
| 3Y | +43.1% | +35.8% | +7.3% | +27.3% |
| 5Y | +96.7% | +38.9% | +57.8% | +70.3% |
| All | +283.6% | +166.7% | +116.9% | +176.9% |
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