+65.4%
KNX vs MAGS
+15.9%
+49.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.9% |
| 7D | +7.1% | +0.5% | +6.5% | +6.9% |
| 30D | +1.7% | +1.5% | +0.2% | +1.1% |
| 3M | -8.1% | +0.5% | -8.6% | -8.0% |
| 6M | +14.0% | +11.6% | +2.4% | +9.0% |
| YTD | +38.5% | +5.3% | +33.2% | +34.2% |
| 1Y | +65.4% | +14.9% | +50.5% | +58.4% |
| All | +65.4% | +15.9% | +49.5% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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