+4,243.8%
KNX vs MOD
+415.0%
+3,828.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.6% |
| 7D | -1.1% | -17.8% | +16.7% | +2.1% |
| 30D | -3.7% | -43.2% | +39.6% | +6.5% |
| 3M | -9.3% | -46.0% | +36.7% | +0.7% |
| 6M | -2.5% | -62.2% | +59.7% | +14.4% |
| YTD | +19.8% | -22.8% | +42.6% | +20.5% |
| 1Y | +37.3% | -35.5% | +72.7% | +41.8% |
| 3Y | +29.5% | +128.2% | -98.8% | -3.2% |
| 5Y | +11.5% | +791.6% | -780.1% | -39.7% |
| 10Y | +106.0% | +886.3% | -780.3% | -6.2% |
| All | +4,243.8% | +415.0% | +3,828.8% | +1,536.9% |
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