+129.9%
TLT vs KNX
+987.8%
-857.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | -0.8% |
| 7D | -0.3% | +2.3% | -2.6% | -0.1% |
| 30D | 0.0% | +0.5% | -0.5% | +0.1% |
| 3M | -2.9% | -14.1% | +11.3% | -3.9% |
| 6M | -6.3% | +19.8% | -26.0% | -4.7% |
| YTD | -3.3% | +32.7% | -36.1% | -0.8% |
| 1Y | -4.2% | +62.3% | -66.5% | +0.1% |
| 3Y | -1.7% | +36.8% | -38.5% | +2.1% |
| 5Y | -34.9% | +41.8% | -76.6% | -31.7% |
| 10Y | -19.8% | +169.7% | -189.5% | -7.0% |
| All | +129.9% | +987.8% | -857.9% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling