+38.7%
KNX vs MOH
-19.7%
+58.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.8% |
| 7D | -5.6% | +1.7% | -7.3% | -5.8% |
| 30D | -4.4% | -0.9% | -3.5% | -4.3% |
| 3M | -17.3% | +5.7% | -23.0% | -18.1% |
| 6M | +22.6% | +39.1% | -16.5% | +16.1% |
| YTD | +31.1% | +17.7% | +13.5% | +26.1% |
| 1Y | +60.2% | +8.4% | +51.8% | +55.4% |
| 3Y | +35.8% | -36.6% | +72.3% | +36.0% |
| All | +38.7% | -19.7% | +58.4% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 5y: compounded portfolio wealth divided by compounded MOH 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…
5y analysis · Full analysis span regression · 6 months rolling