+7.4%
TT vs KNX
+65.4%
-57.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -1.2% | -5.6% | +4.4% | -0.2% |
| 30D | -7.3% | -4.4% | -2.9% | -6.6% |
| 3M | -3.6% | -17.3% | +13.7% | -0.6% |
| 6M | +2.8% | +22.6% | -19.8% | -1.3% |
| YTD | +14.5% | +31.1% | -16.6% | +10.2% |
| 1Y | +7.4% | +60.2% | -52.8% | +1.5% |
| All | +7.4% | +65.4% | -57.9% | +1.5% |
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