+4,934.8%
KNX vs MOD
+907.3%
+4,027.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.5% | +2.9% |
| 7D | +7.4% | +9.6% | -2.2% | +5.5% |
| 30D | +2.0% | 0.0% | +1.9% | +1.9% |
| 3M | -7.9% | -35.4% | +27.5% | -0.7% |
| 6M | +14.4% | -7.3% | +21.6% | +13.7% |
| YTD | +38.9% | +45.8% | -6.9% | +25.2% |
| 1Y | +65.9% | +43.1% | +22.8% | +48.2% |
| 3Y | +35.8% | +297.7% | -261.8% | -7.8% |
| 5Y | +43.3% | +1,478.8% | -1,435.4% | -29.7% |
| 10Y | +179.6% | +1,633.4% | -1,453.8% | +15.6% |
| All | +4,934.8% | +907.3% | +4,027.5% | +1,594.0% |
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 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