+3,640.1%
TMO vs KNX
+4,983.8%
-1,343.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -0.6% | -5.6% | +4.9% | +0.5% |
| 30D | +1.1% | -4.4% | +5.5% | +2.0% |
| 3M | +28.3% | -17.3% | +45.7% | +33.0% |
| 6M | +23.3% | +22.6% | +0.6% | +16.9% |
| YTD | +5.5% | +31.1% | -25.7% | -1.6% |
| 1Y | +24.5% | +60.2% | -35.7% | +10.8% |
| 3Y | +19.6% | +35.8% | -16.2% | +8.8% |
| 5Y | +8.1% | +38.9% | -30.8% | -2.8% |
| 10Y | +336.7% | +166.5% | +170.3% | +232.4% |
| All | +3,640.1% | +4,983.8% | -1,343.7% | +1,904.7% |
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