+9.6%
KNX vs MOS
-31.8%
+41.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +4.9% |
| 7D | -0.3% | +19.7% | -20.0% | -3.2% |
| 30D | -4.7% | +21.5% | -26.2% | -7.7% |
| 3M | -12.0% | -0.4% | -11.6% | -12.3% |
| 6M | -3.5% | +4.5% | -8.1% | -5.0% |
| YTD | +18.6% | -2.9% | +21.5% | +16.7% |
| 1Y | +34.3% | -7.7% | +42.0% | +33.2% |
| 3Y | +28.8% | -25.6% | +54.4% | +29.7% |
| 5Y | +9.6% | -31.2% | +40.8% | +6.7% |
| All | +9.6% | -31.8% | +41.4% | +6.7% |
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