-79.9%
TTD vs KNX
+37.6%
-117.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.2% | +3.4% |
| 7D | -0.6% | -5.6% | +5.0% | +2.2% |
| 30D | +6.3% | -4.4% | +10.7% | +8.3% |
| 3M | -24.1% | -17.3% | -6.8% | -17.4% |
| 6M | -47.4% | +22.6% | -70.1% | -54.1% |
| YTD | -62.2% | +31.1% | -93.4% | -68.8% |
| 1Y | -68.3% | +60.2% | -128.5% | -77.4% |
| 3Y | -83.4% | +35.8% | -119.2% | -87.8% |
| All | -79.9% | +37.6% | -117.4% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling