+376.4%
TTD vs KNX
+157.5%
+218.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.2% | +3.3% |
| 7D | -0.6% | -5.6% | +5.0% | +1.7% |
| 30D | +6.3% | -4.4% | +10.7% | +8.0% |
| 3M | -24.1% | -17.3% | -6.8% | -18.6% |
| 6M | -47.4% | +22.6% | -70.1% | -52.7% |
| YTD | -62.2% | +31.1% | -93.4% | -67.3% |
| 1Y | -68.3% | +60.2% | -128.5% | -75.3% |
| 3Y | -83.4% | +35.8% | -119.2% | -86.6% |
| 5Y | -80.3% | +38.9% | -119.2% | -84.0% |
| All | +376.4% | +157.5% | +218.9% | +211.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling