+169.7%
KNX vs MOD
+1,486.8%
-1,317.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.3% |
| 7D | +2.3% | +3.6% | -1.3% | +1.7% |
| 30D | +0.5% | -2.6% | +3.1% | +0.9% |
| 3M | -14.1% | -33.1% | +19.0% | -8.8% |
| 6M | +19.8% | -7.5% | +27.3% | +19.3% |
| YTD | +32.7% | +39.3% | -6.6% | +22.5% |
| 1Y | +62.3% | +34.3% | +28.1% | +49.2% |
| 3Y | +36.8% | +296.2% | -259.3% | -1.7% |
| 5Y | +41.8% | +1,504.6% | -1,462.8% | -22.9% |
| 10Y | +169.7% | +1,511.5% | -1,341.9% | +33.2% |
| All | +169.7% | +1,486.8% | -1,317.1% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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