+280.2%
TSM vs KNX
+37.6%
+242.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.7% |
| 7D | +1.0% | -5.6% | +6.6% | +2.9% |
| 30D | +1.0% | -4.4% | +5.4% | +2.3% |
| 3M | +2.9% | -17.3% | +20.2% | +9.0% |
| 6M | +22.8% | +22.6% | +0.2% | +13.9% |
| YTD | +43.3% | +31.1% | +12.2% | +29.5% |
| 1Y | +69.2% | +60.2% | +9.0% | +42.0% |
| 3Y | +404.5% | +35.8% | +368.8% | +332.0% |
| All | +280.2% | +37.6% | +242.6% | +214.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling