+49.9%
TRV vs KNX
+45.0%
+4.9%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | +3.9% | +2.5% | +1.4% | +3.7% |
| 30D | +13.5% | -4.4% | +17.9% | +13.7% |
| 3M | +8.9% | -12.7% | +21.6% | +9.4% |
| 6M | +36.8% | +0.9% | +35.9% | +34.8% |
| YTD | +42.7% | +20.3% | +22.4% | +39.9% |
| 1Y | +49.9% | +40.9% | +8.9% | +47.3% |
| All | +49.9% | +45.0% | +4.9% | +47.3% |
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