+35.8%
KNX vs MKC
-31.4%
+67.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.6% |
| 7D | -5.6% | -1.5% | -4.1% | -5.3% |
| 30D | -4.4% | -3.1% | -1.3% | -3.9% |
| 3M | -17.3% | +5.2% | -22.5% | -18.5% |
| 6M | +22.6% | -12.8% | +35.4% | +26.0% |
| YTD | +31.1% | -23.3% | +54.4% | +38.7% |
| 1Y | +60.2% | -24.1% | +84.3% | +69.7% |
| 3Y | +35.8% | -32.1% | +67.9% | +42.2% |
| All | +35.8% | -31.4% | +67.1% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling