+225.2%
TPR vs KNX
+41.5%
+183.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -5.1% | -0.5% | -4.6% | -4.9% |
| 30D | -27.6% | +1.0% | -28.6% | -28.4% |
| 3M | -17.5% | -12.6% | -4.8% | -13.4% |
| 6M | -21.3% | +21.1% | -42.4% | -29.9% |
| YTD | -8.5% | +33.2% | -41.7% | -22.7% |
| 1Y | +11.5% | +67.8% | -56.3% | -17.1% |
| 3Y | +288.0% | +37.3% | +250.7% | +208.0% |
| 5Y | +225.2% | +41.1% | +184.1% | +156.9% |
| All | +225.2% | +41.5% | +183.7% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling