+38.7%
KNX vs MKTX
-60.5%
+99.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -4.4% | +0.7% | -5.1% | -4.5% |
| 3M | -17.3% | +40.8% | -58.1% | -21.3% |
| 6M | +22.6% | -8.0% | +30.6% | +24.8% |
| YTD | +31.1% | -8.7% | +39.9% | +33.6% |
| 1Y | +60.2% | -11.8% | +72.0% | +64.0% |
| 3Y | +35.8% | -24.0% | +59.8% | +37.6% |
| All | +38.7% | -60.5% | +99.2% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling