+65.4%
KNX vs MAS
+1.6%
+63.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.8% |
| 7D | +7.1% | -0.8% | +7.8% | +7.4% |
| 30D | +1.7% | -5.6% | +7.2% | +3.7% |
| 3M | -8.1% | +4.4% | -12.6% | -11.2% |
| 6M | +14.0% | +7.2% | +6.8% | +8.3% |
| YTD | +38.5% | +16.1% | +22.4% | +26.5% |
| 1Y | +65.4% | +0.1% | +65.3% | +54.4% |
| All | +65.4% | +1.6% | +63.8% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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