+234.9%
TPR vs KNX
+12.1%
+222.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.6% |
| 7D | -0.3% | +9.2% | -9.5% | -4.0% |
| 30D | +15.1% | +0.9% | +14.2% | +14.3% |
| 3M | +3.5% | -12.7% | +16.2% | +9.0% |
| 6M | +0.4% | +7.3% | -6.9% | -6.0% |
| YTD | +4.6% | +23.1% | -18.5% | -9.3% |
| 1Y | +33.1% | +47.1% | -14.0% | +5.2% |
| 3Y | +396.0% | +33.3% | +362.7% | +294.6% |
| All | +234.9% | +12.1% | +222.8% | +191.9% |
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