+67.6%
KNX vs MLM
-17.1%
+84.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.4% |
| 7D | +6.4% | +1.4% | +5.0% | +5.8% |
| 30D | +1.4% | -6.5% | +7.9% | +4.1% |
| 3M | -12.0% | -7.4% | -4.6% | -10.5% |
| 6M | +25.2% | -15.8% | +41.0% | +34.1% |
| YTD | +36.6% | -17.4% | +54.0% | +46.3% |
| 1Y | +67.6% | -17.9% | +85.5% | +75.7% |
| All | +67.6% | -17.1% | +84.7% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling