+45.8%
KNX vs MOS
-9.5%
+55.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.6% |
| 7D | +7.4% | +9.5% | -2.2% | +5.9% |
| 30D | +2.0% | +10.4% | -8.5% | +0.4% |
| 3M | -7.9% | +12.9% | -20.8% | -9.9% |
| 6M | +14.4% | +1.2% | +13.1% | +12.7% |
| YTD | +38.9% | +9.3% | +29.6% | +34.8% |
| 1Y | +65.9% | -18.0% | +83.9% | +68.8% |
| 3Y | +35.8% | -29.0% | +64.9% | +38.1% |
| All | +45.8% | -9.5% | +55.2% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling