+65.4%
KNX vs MSTZ
-29.5%
+94.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.6% |
| 7D | +7.1% | -29.7% | +36.8% | +6.0% |
| 30D | +1.7% | -65.3% | +67.0% | -1.3% |
| 3M | -8.1% | -57.3% | +49.2% | -9.0% |
| 6M | +14.0% | -61.6% | +75.7% | +13.6% |
| YTD | +38.5% | -78.3% | +116.8% | +37.8% |
| 1Y | +65.4% | -30.2% | +95.7% | +81.3% |
| All | +65.4% | -29.5% | +94.9% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling