-45.7%
TOST vs KNX
+44.6%
-90.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -1.9% |
| 7D | -3.4% | +7.4% | -10.8% | -7.0% |
| 30D | -2.4% | +2.0% | -4.4% | -3.8% |
| 3M | +34.6% | -7.9% | +42.5% | +38.8% |
| 6M | +15.2% | +14.4% | +0.8% | +4.0% |
| YTD | -4.4% | +38.9% | -43.3% | -23.6% |
| 1Y | -17.4% | +65.9% | -83.3% | -41.5% |
| 3Y | +54.5% | +35.8% | +18.6% | +19.4% |
| All | -45.7% | +44.6% | -90.3% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling