+4,707.0%
KNX vs MCO
+7,284.8%
-2,577.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.9% |
| 7D | -0.5% | -7.3% | +6.8% | +2.1% |
| 30D | +1.0% | -1.7% | +2.7% | +1.5% |
| 3M | -12.6% | +3.9% | -16.6% | -14.2% |
| 6M | +21.1% | +3.8% | +17.3% | +18.7% |
| YTD | +33.2% | -7.9% | +41.1% | +35.4% |
| 1Y | +67.8% | -6.8% | +74.6% | +69.4% |
| 3Y | +37.3% | +40.9% | -3.6% | +20.0% |
| 5Y | +41.1% | +27.5% | +13.6% | +26.0% |
| 10Y | +170.6% | +381.4% | -210.8% | +52.7% |
| All | +4,707.0% | +7,284.8% | -2,577.8% | +1,321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling