+42.7%
KNX vs MOD
+331.6%
-288.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.5% | +3.0% |
| 7D | +7.4% | +9.6% | -2.2% | +5.7% |
| 30D | +2.0% | 0.0% | +1.9% | +1.9% |
| 3M | -7.9% | -35.4% | +27.5% | -1.7% |
| 6M | +14.4% | -7.3% | +21.6% | +13.8% |
| YTD | +38.9% | +45.8% | -6.9% | +27.7% |
| 1Y | +65.9% | +43.1% | +22.8% | +51.2% |
| All | +42.7% | +331.6% | -288.9% | -3.1% |
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