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  • TPR vs KNX✓SelectedUSD · KNXTPR vs KNX performance historyLatest closeAs of0.00%09/04
Stock and ETF performance explorer

TPR vs KNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,716.4%
KNX return
+3,199.4%
Excess return
+4,517.0%
Maximum drawdown
-82.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKNXExcessAlpha
1D0.0%+3.8%-3.8%-1.7%
7D-2.3%+7.4%-9.7%-5.5%
30D-23.0%+2.0%-24.9%-24.2%
3M-12.5%-7.9%-4.6%-10.4%
6M-21.4%+14.4%-35.8%-27.8%
YTD-3.5%+38.9%-42.4%-19.3%
1Y+17.4%+65.9%-48.5%-10.3%
3Y+291.3%+35.8%+255.4%+219.0%
5Y+241.9%+43.3%+198.6%+168.6%
10Y+322.7%+179.6%+143.0%+134.3%
All+7,716.4%+3,199.4%+4,517.0%+1,821.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling