+34.3%
TRV vs KNX
+68.2%
-33.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.5% |
| 7D | -0.1% | +7.4% | -7.5% | -0.4% |
| 30D | -3.4% | +2.0% | -5.4% | -3.5% |
| 3M | +26.4% | -7.9% | +34.3% | +26.7% |
| 6M | +19.3% | +14.4% | +4.9% | +17.8% |
| YTD | +28.3% | +38.9% | -10.6% | +25.6% |
| 1Y | +34.3% | +65.9% | -31.6% | +30.8% |
| All | +34.3% | +68.2% | -33.9% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling