+396.0%
TPR vs KNX
+33.3%
+362.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.3% |
| 7D | -0.3% | +9.2% | -9.5% | -3.4% |
| 30D | +15.1% | +0.9% | +14.2% | +14.5% |
| 3M | +3.5% | -12.7% | +16.2% | +8.1% |
| 6M | +0.4% | +7.3% | -6.9% | -5.3% |
| YTD | +4.6% | +23.1% | -18.5% | -8.0% |
| 1Y | +33.1% | +47.1% | -14.0% | +7.6% |
| 3Y | +396.0% | +33.3% | +362.7% | +286.0% |
| All | +396.0% | +33.3% | +362.7% | +286.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling