+84.4%
TSM vs KNX
+67.7%
+16.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.0% |
| 7D | +2.7% | +7.1% | -4.3% | +1.0% |
| 30D | +3.6% | +1.7% | +1.9% | +3.1% |
| 3M | -3.4% | -8.1% | +4.8% | -1.5% |
| 6M | +20.6% | +14.0% | +6.6% | +15.1% |
| YTD | +41.9% | +38.5% | +3.4% | +32.8% |
| 1Y | +84.4% | +65.4% | +19.0% | +67.0% |
| All | +84.4% | +67.7% | +16.7% | +67.0% |
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 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