+4,934.8%
KNX vs MAS
+1,305.2%
+3,629.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.1% |
| 7D | +7.4% | -0.8% | +8.1% | +7.7% |
| 30D | +2.0% | -5.6% | +7.5% | +3.9% |
| 3M | -7.9% | +4.4% | -12.3% | -9.9% |
| 6M | +14.4% | +7.2% | +7.2% | +10.5% |
| YTD | +38.9% | +16.1% | +22.8% | +30.3% |
| 1Y | +65.9% | +0.1% | +65.8% | +63.6% |
| 3Y | +35.8% | +28.3% | +7.5% | +23.1% |
| 5Y | +43.3% | +30.5% | +12.9% | +27.8% |
| 10Y | +179.6% | +139.1% | +40.5% | +99.7% |
| All | +4,934.8% | +1,305.2% | +3,629.6% | +2,247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling