+102.1%
KNX vs MAS
+215.0%
-112.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +9.2% | +3.0% | +6.2% | +7.6% |
| 30D | +0.9% | +22.4% | -21.5% | -9.3% |
| 3M | -12.7% | +14.5% | -27.2% | -18.9% |
| 6M | +7.3% | +27.1% | -19.8% | -6.9% |
| YTD | +23.1% | +35.8% | -12.7% | +2.1% |
| 1Y | +47.1% | +39.4% | +7.6% | +20.3% |
| 3Y | +33.3% | +60.3% | -27.0% | +1.1% |
| 5Y | +12.1% | +39.4% | -27.3% | -11.2% |
| All | +102.1% | +215.0% | -112.9% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling