+55.3%
TOST vs KNX
+7.6%
+47.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.1% | +2.8% |
| 7D | 0.0% | +9.2% | -9.2% | -1.6% |
| 30D | +16.2% | +0.9% | +15.2% | +16.0% |
| 3M | -1.5% | -12.7% | +11.2% | +0.3% |
| 6M | +55.3% | +7.3% | +48.0% | +47.5% |
| All | +55.3% | +7.6% | +47.7% | +47.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling