+40.9%
KNX vs MCO
+9.9%
+31.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.3% |
| 7D | +2.5% | +10.7% | -8.2% | +1.1% |
| 30D | -4.4% | +17.9% | -22.3% | -6.6% |
| 3M | -12.7% | +9.5% | -22.1% | -13.8% |
| 6M | +0.9% | +18.1% | -17.2% | -1.5% |
| YTD | +20.3% | +4.1% | +16.2% | +23.8% |
| 1Y | +40.9% | +9.3% | +31.6% | +40.1% |
| All | +40.9% | +9.9% | +31.0% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling