+17.4%
TPR vs KNX
+68.2%
-50.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.7% |
| 7D | -2.3% | +7.4% | -9.7% | -3.7% |
| 30D | -23.0% | +2.0% | -24.9% | -23.5% |
| 3M | -12.5% | -7.9% | -4.6% | -10.9% |
| 6M | -21.4% | +14.4% | -35.8% | -25.3% |
| YTD | -3.5% | +38.9% | -42.4% | -13.7% |
| 1Y | +17.4% | +65.9% | -48.5% | +0.2% |
| All | +17.4% | +68.2% | -50.8% | +0.2% |
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