+4,934.8%
KNX vs MSI
+946.3%
+3,988.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +4.0% |
| 7D | +7.4% | -3.7% | +11.1% | +8.2% |
| 30D | +2.0% | +6.8% | -4.9% | +0.3% |
| 3M | -7.9% | +14.3% | -22.2% | -10.8% |
| 6M | +14.4% | -1.6% | +15.9% | +14.1% |
| YTD | +38.9% | +22.8% | +16.1% | +31.9% |
| 1Y | +65.9% | -1.1% | +67.0% | +65.0% |
| 3Y | +35.8% | +70.5% | -34.6% | +19.1% |
| 5Y | +43.3% | +102.8% | -59.5% | +20.5% |
| 10Y | +179.6% | +597.4% | -417.8% | +79.4% |
| All | +4,934.8% | +946.3% | +3,988.5% | +2,058.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling