+5,160.5%
KNX vs MDY
+2,589.7%
+2,570.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +1.1% |
| 7D | -0.5% | -2.5% | +2.0% | +1.6% |
| 30D | +1.0% | -5.0% | +6.1% | +5.4% |
| 3M | -12.6% | +0.5% | -13.1% | -12.8% |
| 6M | +21.1% | +8.0% | +13.1% | +14.3% |
| YTD | +33.2% | +12.2% | +21.0% | +22.3% |
| 1Y | +67.8% | +14.0% | +53.8% | +52.3% |
| 3Y | +37.3% | +48.2% | -10.9% | +2.6% |
| 5Y | +41.1% | +46.1% | -5.0% | +6.4% |
| 10Y | +170.6% | +173.8% | -3.1% | +22.0% |
| All | +5,160.5% | +2,589.7% | +2,570.8% | +669.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling