+19.3%
TPR vs KNX
+45.0%
-25.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.7% |
| 7D | +12.6% | +2.5% | +10.2% | +12.1% |
| 30D | +7.1% | -4.4% | +11.6% | +8.1% |
| 3M | -19.4% | -12.7% | -6.7% | -17.4% |
| 6M | -9.7% | +0.9% | -10.6% | -12.4% |
| YTD | -1.0% | +20.3% | -21.3% | -11.7% |
| 1Y | +19.3% | +40.9% | -21.6% | -3.3% |
| All | +19.3% | +45.0% | -25.7% | -3.3% |
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