+4,197.7%
KNX vs MOD
+430.4%
+3,767.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.9% | -4.7% | +3.3% |
| 7D | -0.3% | -13.9% | +13.6% | +2.0% |
| 30D | -4.7% | -41.5% | +36.9% | +4.7% |
| 3M | -12.0% | -45.7% | +33.7% | -2.4% |
| 6M | -3.5% | -61.1% | +57.6% | +12.6% |
| YTD | +18.6% | -20.5% | +39.1% | +18.5% |
| 1Y | +34.3% | -32.1% | +66.4% | +37.4% |
| 3Y | +28.8% | +146.5% | -117.7% | -5.2% |
| 5Y | +9.6% | +812.7% | -803.1% | -41.0% |
| 10Y | +106.0% | +966.8% | -860.9% | -7.7% |
| All | +4,197.7% | +430.4% | +3,767.3% | +1,510.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling