-48.6%
TOST vs KNX
+36.5%
-85.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | -5.4% | -5.6% | +0.2% | -2.6% |
| 30D | -5.7% | -4.4% | -1.3% | -3.7% |
| 3M | +30.1% | -17.3% | +47.4% | +42.2% |
| 6M | +11.9% | +22.6% | -10.7% | -2.9% |
| YTD | -9.5% | +31.1% | -40.7% | -25.6% |
| 1Y | -21.3% | +60.2% | -81.5% | -43.4% |
| 3Y | +50.7% | +35.8% | +14.9% | +14.9% |
| All | -48.6% | +36.5% | -85.2% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling