+169.7%
KNX vs MOS
+12.0%
+157.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.6% |
| 7D | +2.3% | +1.7% | +0.7% | +2.0% |
| 30D | +0.5% | +11.7% | -11.2% | -1.5% |
| 3M | -14.1% | +23.2% | -37.3% | -17.5% |
| 6M | +19.8% | -1.6% | +21.4% | +18.6% |
| YTD | +32.7% | +10.8% | +21.9% | +28.3% |
| 1Y | +62.3% | -16.2% | +78.5% | +64.5% |
| 3Y | +36.8% | -24.2% | +61.1% | +38.3% |
| 5Y | +41.8% | -6.6% | +48.4% | +33.0% |
| 10Y | +169.7% | +16.3% | +153.4% | +144.3% |
| All | +169.7% | +12.0% | +157.7% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling