+13,840.9%
TSM vs KNX
+2,295.1%
+11,545.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.1% |
| 7D | +4.8% | +2.3% | +2.5% | +4.0% |
| 30D | +4.0% | +0.5% | +3.6% | +3.8% |
| 3M | +2.0% | -14.1% | +16.1% | +6.5% |
| 6M | +25.5% | +19.8% | +5.7% | +17.7% |
| YTD | +44.0% | +32.7% | +11.3% | +30.3% |
| 1Y | +75.4% | +62.3% | +13.1% | +47.9% |
| 3Y | +406.7% | +36.8% | +369.9% | +339.1% |
| 5Y | +285.0% | +41.8% | +243.2% | +225.1% |
| 10Y | +1,815.4% | +169.7% | +1,645.7% | +1,129.1% |
| All | +13,840.9% | +2,295.1% | +11,545.7% | +4,273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling