+41.1%
KNX vs MSI
+100.4%
-59.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | -0.5% | -1.8% | +1.3% | +0.1% |
| 30D | +1.0% | -0.6% | +1.7% | +1.1% |
| 3M | -12.6% | +13.0% | -25.7% | -16.6% |
| 6M | +21.1% | +0.5% | +20.6% | +20.1% |
| YTD | +33.2% | +21.7% | +11.5% | +22.8% |
| 1Y | +67.8% | -2.6% | +70.4% | +68.1% |
| 3Y | +37.3% | +69.7% | -32.3% | +5.4% |
| 5Y | +41.1% | +102.8% | -61.7% | -2.8% |
| All | +41.1% | +100.4% | -59.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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