+98.7%
KNX vs MGY
+210.4%
-111.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.6% | +3.5% | -9.1% | -6.1% |
| 30D | -4.4% | +5.3% | -9.7% | -5.2% |
| 3M | -17.3% | +2.6% | -20.0% | -17.9% |
| 6M | +22.6% | -3.3% | +25.9% | +22.4% |
| YTD | +31.1% | +29.2% | +1.9% | +25.0% |
| 1Y | +60.2% | +18.0% | +42.2% | +54.6% |
| 3Y | +35.8% | +30.0% | +5.7% | +28.3% |
| 5Y | +38.9% | +92.7% | -53.8% | +23.0% |
| All | +98.7% | +210.4% | -111.7% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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