+7,716.4%
TPR vs KNX
+3,199.4%
+4,517.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +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