+4,243.8%
KNX vs MOS
+68.4%
+4,175.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -1.1% | +24.8% | -25.9% | -5.5% |
| 30D | -3.7% | +22.7% | -26.3% | -7.7% |
| 3M | -9.3% | -1.2% | -8.1% | -9.7% |
| 6M | -2.5% | +5.5% | -8.0% | -4.7% |
| YTD | +19.8% | -2.0% | +21.8% | +17.6% |
| 1Y | +37.3% | -7.9% | +45.2% | +36.1% |
| 3Y | +29.5% | -25.0% | +54.4% | +31.0% |
| 5Y | +11.5% | -27.7% | +39.2% | +9.4% |
| 10Y | +106.0% | -1.6% | +107.5% | +74.0% |
| All | +4,243.8% | +68.4% | +4,175.5% | +2,404.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling