+56.0%
KNX vs MNDY
-49.8%
+105.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | -5.6% | -4.6% | -0.9% | -5.2% |
| 30D | -4.4% | +1.0% | -5.4% | -4.7% |
| 3M | -17.3% | +9.1% | -26.4% | -18.5% |
| 6M | +22.6% | +14.2% | +8.4% | +19.7% |
| YTD | +31.1% | -41.1% | +72.3% | +36.3% |
| 1Y | +60.2% | -54.7% | +114.9% | +70.4% |
| 3Y | +35.8% | -50.6% | +86.3% | +40.3% |
| 5Y | +38.9% | -76.7% | +115.6% | +36.6% |
| All | +56.0% | -49.8% | +105.8% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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