+52.2%
TOST vs KNX
+36.2%
+16.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.4% |
| 7D | -4.7% | +2.3% | -7.0% | -5.5% |
| 30D | -9.1% | +0.5% | -9.5% | -9.4% |
| 3M | +29.8% | -14.1% | +43.9% | +36.8% |
| 6M | +10.0% | +19.8% | -9.7% | 0.0% |
| YTD | -8.6% | +32.7% | -41.3% | -21.6% |
| 1Y | -20.7% | +62.3% | -83.0% | -38.8% |
| All | +52.2% | +36.2% | +16.0% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling