-8.7%
TOST vs KNX
+40.7%
-49.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -4.7% | +3.8% | -8.5% | -5.4% |
| 30D | +8.5% | -2.0% | +10.5% | +8.9% |
| 3M | -1.6% | -13.2% | +11.6% | +1.1% |
| 6M | +44.1% | +3.6% | +40.5% | +40.2% |
| YTD | -5.6% | +19.1% | -24.8% | -16.7% |
| All | -8.7% | +40.7% | -49.4% | -28.9% |
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