-17.4%
TOST vs KNX
+67.7%
-85.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.7% |
| 7D | -3.4% | +7.1% | -10.5% | -4.9% |
| 30D | -2.4% | +1.7% | -4.1% | -2.9% |
| 3M | +34.6% | -8.1% | +42.8% | +37.0% |
| 6M | +15.2% | +14.0% | +1.2% | +9.6% |
| YTD | -4.4% | +38.5% | -42.9% | -15.4% |
| 1Y | -17.4% | +65.4% | -82.8% | -32.0% |
| All | -17.4% | +67.7% | -85.1% | -32.0% |
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 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