-9.7%
TJX vs KNX
+65.5%
-75.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -4.6% | -4.9% | +0.3% | -4.3% |
| 30D | -17.2% | -5.2% | -11.9% | -16.9% |
| 3M | -25.0% | -15.8% | -9.1% | -24.0% |
| 6M | -18.4% | +32.5% | -50.9% | -20.5% |
| YTD | -17.2% | +32.0% | -49.3% | -18.7% |
| All | -9.7% | +65.5% | -75.2% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling