+9,941.2%
TT vs KNX
+5,045.1%
+4,896.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.4% |
| 7D | +1.4% | +2.3% | -0.9% | +0.7% |
| 30D | -6.7% | +0.5% | -7.1% | -6.9% |
| 3M | -5.4% | -14.1% | +8.7% | -1.9% |
| 6M | +4.4% | +19.8% | -15.4% | -1.5% |
| YTD | +14.9% | +32.7% | -17.8% | +5.1% |
| 1Y | +9.3% | +62.3% | -53.1% | -6.2% |
| 3Y | +121.7% | +36.8% | +84.9% | +94.8% |
| 5Y | +148.2% | +41.8% | +106.4% | +113.8% |
| 10Y | +957.3% | +169.7% | +787.6% | +633.5% |
| All | +9,941.2% | +5,045.1% | +4,896.1% | +4,491.6% |
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