+26.9%
KNX vs MAGS
+187.7%
-160.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | +0.5% | +0.4% | +0.1% | +0.3% |
| 3M | -14.1% | +5.6% | -19.7% | -16.1% |
| 6M | +19.8% | +12.3% | +7.5% | +13.9% |
| YTD | +32.7% | +5.1% | +27.6% | +29.5% |
| 1Y | +62.3% | +14.0% | +48.4% | +53.0% |
| 3Y | +36.8% | +129.4% | -92.5% | +6.3% |
| All | +26.9% | +187.7% | -160.7% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling