-2.0%
TLT vs KNX
+34.6%
-36.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -1.6% | -5.6% | +4.0% | -1.5% |
| 30D | -1.1% | -4.4% | +3.3% | -1.0% |
| 3M | -4.9% | -17.3% | +12.5% | -4.3% |
| 6M | -5.0% | +22.6% | -27.7% | -5.7% |
| YTD | -4.4% | +31.1% | -35.5% | -5.2% |
| 1Y | -6.4% | +60.2% | -66.6% | -7.8% |
| 3Y | -2.0% | +35.8% | -37.7% | -2.0% |
| All | -2.0% | +34.6% | -36.6% | -2.0% |
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 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