+160.2%
KNX vs MKC
+29.9%
+130.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.7% |
| 7D | -5.6% | -1.5% | -4.1% | -5.1% |
| 30D | -4.4% | -3.1% | -1.3% | -3.6% |
| 3M | -17.3% | +5.2% | -22.5% | -19.0% |
| 6M | +22.6% | -12.8% | +35.4% | +27.4% |
| YTD | +31.1% | -23.3% | +54.4% | +41.4% |
| 1Y | +60.2% | -24.1% | +84.3% | +73.0% |
| 3Y | +35.8% | -32.1% | +67.9% | +50.6% |
| 5Y | +38.9% | -32.8% | +71.7% | +53.1% |
| All | +160.2% | +29.9% | +130.4% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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