+398.4%
TSM vs KNX
+36.7%
+361.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | +1.4% | +1.0% | +0.4% | +1.1% |
| 3M | +5.0% | -12.6% | +17.6% | +8.6% |
| 6M | +24.0% | +21.1% | +2.9% | +16.9% |
| YTD | +41.6% | +33.2% | +8.4% | +30.0% |
| 1Y | +66.2% | +67.8% | -1.6% | +42.8% |
| All | +398.4% | +36.7% | +361.8% | +350.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling