+160.2%
KNX vs MDY
+177.2%
-17.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.2% |
| 7D | -5.6% | -1.9% | -3.7% | -4.1% |
| 30D | -4.4% | -4.6% | +0.2% | -0.3% |
| 3M | -17.3% | -1.2% | -16.1% | -16.3% |
| 6M | +22.6% | +9.2% | +13.4% | +14.2% |
| YTD | +31.1% | +13.1% | +18.1% | +19.0% |
| 1Y | +60.2% | +13.0% | +47.2% | +45.5% |
| 3Y | +35.8% | +49.2% | -13.5% | -0.3% |
| 5Y | +38.9% | +47.2% | -8.3% | +2.9% |
| All | +160.2% | +177.2% | -17.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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