-46.7%
TOST vs KNX
+42.2%
-88.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.1% |
| 7D | -0.9% | +6.4% | -7.3% | -4.1% |
| 30D | -3.5% | +1.4% | -4.8% | -4.5% |
| 3M | +38.1% | -12.0% | +50.2% | +46.1% |
| 6M | +9.9% | +25.2% | -15.3% | -5.6% |
| YTD | -6.3% | +36.6% | -42.8% | -24.4% |
| 1Y | -18.3% | +67.6% | -85.9% | -42.6% |
| 3Y | +59.7% | +40.8% | +18.9% | +19.7% |
| All | -46.7% | +42.2% | -88.9% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling