+449.3%
KNX vs MKTX
+1,442.6%
-993.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -5.6% | -0.2% | -5.4% | -5.5% |
| 30D | -4.4% | +0.7% | -5.1% | -4.6% |
| 3M | -17.3% | +40.8% | -58.1% | -24.4% |
| 6M | +22.6% | -8.0% | +30.6% | +23.1% |
| YTD | +31.1% | -8.7% | +39.9% | +31.6% |
| 1Y | +60.2% | -11.8% | +72.0% | +61.7% |
| 3Y | +35.8% | -24.0% | +59.8% | +37.4% |
| 5Y | +38.9% | -60.3% | +99.2% | +60.8% |
| 10Y | +166.5% | +5.0% | +161.5% | +126.5% |
| All | +449.3% | +1,442.6% | -993.3% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling