+701.5%
KNX vs MOH
+1,358.8%
-657.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.9% |
| 7D | -5.6% | +1.7% | -7.3% | -5.9% |
| 30D | -4.4% | -0.9% | -3.5% | -4.3% |
| 3M | -17.3% | +5.7% | -23.0% | -18.4% |
| 6M | +22.6% | +39.1% | -16.5% | +14.7% |
| YTD | +31.1% | +17.7% | +13.5% | +24.9% |
| 1Y | +60.2% | +8.4% | +51.8% | +54.3% |
| 3Y | +35.8% | -36.6% | +72.3% | +38.7% |
| 5Y | +38.9% | -19.1% | +58.0% | +34.4% |
| 10Y | +166.5% | +262.8% | -96.4% | +84.0% |
| All | +701.5% | +1,358.8% | -657.2% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling