+106.0%
KNX vs MAS
+219.2%
-113.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | -1.1% | +3.6% | -4.7% | -2.9% |
| 30D | -3.7% | +23.8% | -27.5% | -13.9% |
| 3M | -9.3% | +14.4% | -23.7% | -15.8% |
| 6M | -2.5% | +19.7% | -22.2% | -12.7% |
| YTD | +19.8% | +36.0% | -16.1% | -0.7% |
| 1Y | +37.3% | +40.4% | -3.1% | +11.8% |
| 3Y | +29.5% | +58.9% | -29.4% | -1.4% |
| 5Y | +11.5% | +44.5% | -33.1% | -13.2% |
| 10Y | +106.0% | +214.8% | -108.8% | +5.9% |
| All | +106.0% | +219.2% | -113.3% | +5.9% |
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