+65.4%
KNX vs MOS
-17.5%
+82.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.4% |
| 7D | +7.1% | +9.5% | -2.5% | +6.5% |
| 30D | +1.7% | +10.4% | -8.8% | +1.2% |
| 3M | -8.1% | +12.9% | -21.0% | -8.9% |
| 6M | +14.0% | +1.2% | +12.8% | +12.2% |
| YTD | +38.5% | +9.3% | +29.2% | +33.9% |
| 1Y | +65.4% | -18.0% | +83.4% | +69.4% |
| All | +65.4% | -17.5% | +82.9% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling