-6.3%
TLT vs KNX
+23.8%
-30.1%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | -0.4% |
| 7D | -0.3% | +2.3% | -2.6% | -0.4% |
| 30D | 0.0% | +0.5% | -0.5% | -0.1% |
| 3M | -2.9% | -14.1% | +11.3% | -2.1% |
| 6M | -6.3% | +19.8% | -26.0% | -8.0% |
| All | -6.3% | +23.8% | -30.1% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling