+59.6%
TXN vs KNX
+37.6%
+22.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.4% | +4.4% |
| 7D | +4.0% | -5.6% | +9.6% | +6.3% |
| 30D | -2.9% | -4.4% | +1.6% | -1.3% |
| 3M | -9.1% | -17.3% | +8.2% | -2.3% |
| 6M | +36.6% | +22.6% | +14.0% | +24.6% |
| YTD | +57.5% | +31.1% | +26.3% | +38.9% |
| 1Y | +49.5% | +60.2% | -10.7% | +20.5% |
| 3Y | +76.5% | +35.8% | +40.8% | +47.9% |
| All | +59.6% | +37.6% | +22.0% | +31.0% |
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