+28.8%
KNX vs MOD
+148.6%
-119.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.9% | -4.7% | +3.7% |
| 7D | -0.3% | -13.9% | +13.6% | +1.5% |
| 30D | -4.7% | -41.5% | +36.9% | +2.9% |
| 3M | -12.0% | -45.7% | +33.7% | -4.2% |
| 6M | -3.5% | -61.1% | +57.6% | +9.6% |
| YTD | +18.6% | -20.5% | +39.1% | +18.7% |
| 1Y | +34.3% | -32.1% | +66.4% | +37.0% |
| 3Y | +28.8% | +146.5% | -117.7% | -10.0% |
| All | +28.8% | +148.6% | -119.8% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling