+189.1%
TSCO vs KNX
+163.9%
+25.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | -3.3% | -4.9% | +1.6% | -2.0% |
| 30D | -4.9% | -5.2% | +0.3% | -3.7% |
| 3M | +9.0% | -15.8% | +24.8% | +13.7% |
| 6M | -27.3% | +32.5% | -59.8% | -33.2% |
| YTD | -31.0% | +32.0% | -63.1% | -36.8% |
| 1Y | -42.8% | +66.2% | -109.0% | -51.2% |
| 3Y | -17.0% | +32.8% | -49.8% | -26.4% |
| 5Y | -9.6% | +40.1% | -49.7% | -22.2% |
| 10Y | +189.1% | +162.1% | +27.0% | +107.6% |
| All | +189.1% | +163.9% | +25.2% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling