-72.2%
TTD vs KNX
+67.7%
-139.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -4.7% |
| 7D | +6.3% | +7.1% | -0.7% | +5.6% |
| 30D | -23.9% | +1.7% | -25.6% | -24.0% |
| 3M | -31.4% | -8.1% | -23.2% | -31.0% |
| 6M | -42.7% | +14.0% | -56.7% | -43.4% |
| YTD | -62.0% | +38.5% | -100.5% | -63.7% |
| 1Y | -72.2% | +65.4% | -137.6% | -74.4% |
| All | -72.2% | +67.7% | -139.9% | -74.4% |
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 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