+108.8%
KNX vs MAS
+213.7%
-104.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.8% |
| 7D | -3.9% | +2.0% | -5.8% | -5.0% |
| 30D | -8.2% | +19.4% | -27.6% | -16.5% |
| 3M | -15.4% | +9.4% | -24.9% | -19.8% |
| 6M | -8.6% | +15.3% | -23.9% | -16.7% |
| YTD | +12.7% | +31.3% | -18.6% | -5.0% |
| 1Y | +33.4% | +34.9% | -1.5% | +10.8% |
| 3Y | +19.6% | +58.6% | -39.0% | -8.9% |
| 5Y | +7.3% | +40.7% | -33.4% | -15.3% |
| All | +108.8% | +213.7% | -104.8% | +7.7% |
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