+40.3%
KNX vs MAS
+29.0%
+11.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +2.8% |
| 7D | +7.4% | -0.8% | +8.1% | +7.8% |
| 30D | +2.0% | -5.6% | +7.5% | +5.0% |
| 3M | -7.9% | +4.4% | -12.3% | -11.8% |
| 6M | +14.4% | +7.2% | +7.2% | +7.0% |
| YTD | +38.9% | +16.1% | +22.8% | +22.7% |
| 1Y | +65.9% | +0.1% | +65.8% | +60.6% |
| All | +40.3% | +29.0% | +11.2% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling